Objective Partial Differential Equations (PDEs) play an essential role for mathematical modelling of many physical phenomena, and the literature devoted to their theory and applications is enormous. Stochastic Partial Differential Equations (SPDEs) started to appear in the mid - 1960s. They were motivated by the need to describe random phenomena studied in the natural sciences such as control theory, physics, chemistry and biology. They are used, for example, in neurophysiology, mathematical finance, chemical reaction--diffusion, population dynamic, environmental pollution and nonlinear filtering.Another source was an internal development of analysis and the theory of stochastic processes. The recent theory of rough paths provides a framework for interpreting and solving ordinary differential equations for irregular, deterministic paths that encompasses such examples. Fields of science social scienceseconomics and businesseconomicseconometricsnatural sciencesearth and related environmental sciencesenvironmental sciencespollutionnatural sciencesmathematicspure mathematicsmathematical analysisdifferential equationspartial differential equationsnatural sciencesmathematicsapplied mathematicsmathematical model Keywords Discontinuous Noise Rough Path Theory Stochastic Partial Differential Equations Programme(s) FP6-MOBILITY - Human resources and Mobility in the specific programme for research, technological development and demonstration "Structuring the European Research Area" under the Sixth Framework Programme 2002-2006 Topic(s) MOBILITY-2.1 - Marie Curie Intra-European Fellowships (EIF) Call for proposal FP6-2005-MOBILITY-5 See other projects for this call Funding Scheme EIF - Marie Curie actions-Intra-European Fellowships Coordinator PARIS-LODRON-UNIVERSITÄT SALZBURG EU contribution No data Address Kapitelgasse 4-6 SALZBURG Austria See on map Links Website Opens in new window Total cost No data
