Objectif 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. Champ scientifique sciences socialeséconomie et affaireséconomieéconométriesciences naturellessciences de la Terre et sciences connexes de l'environnementsciences de l'environnementpollutionsciences naturellesmathématiquesmathématiques puresanalyse mathématiqueéquations différentielleséquations différentielles partiellessciences naturellesmathématiquesmathématiques appliquéesmodèle mathématique Mots‑clés 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 Thème(s) MOBILITY-2.1 - Marie Curie Intra-European Fellowships (EIF) Appel à propositions FP6-2005-MOBILITY-5 Voir d’autres projets de cet appel Régime de financement EIF - Marie Curie actions-Intra-European Fellowships Coordinateur PARIS-LODRON-UNIVERSITÄT SALZBURG Adresse Kapitelgasse 4-6 Salzburg Autriche Voir sur la carte Liens Site web Opens in new window Contribution de l’UE Aucune donnée
