<p>The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.</p>

Topics in Spatial Stochastic Processes: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 (Lecture Notes in Mathematics, 1802)

Science & Math

Dalang, Robert

Capasso, Vincenzo

Merzbach, Ely

Ivanoff, B. Gail

Dozzi, Marco

Mountford, Thomas

Mathematics

Springer

<p>In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.</p>

A Minicourse on Stochastic Partial Differential Equations (Lecture Notes in Mathematics, 1962)

Nualart, David

Khoshnevisan, Davar

Mueller, Carl

Xiao, Yimin

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