Special Session 28
Stochastic Partial Differential Equations
Organizer(s):
Wilfried Grecksch
Bjorn Schmalfuss
Introduction:
Stochastic partial differential equations is a modern part of stochastic analysis. This special session should give a general overview about new tendencies in the field of stochastic partial differential equations. The invited speakers will discuss issues related to numerics/computations, large deviations, and existence and uniqueness of spde. In addition another main goal will be to discuss spde driven by fractional Brownian and Levy noise, dynamics of spde and modeling and applications of spde.

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