This is a homepage dedicated to stochastic partial differential
equations (SPDEs) and their applications.
I maintain this website in my spare time, so dont be offended if your latest paper is not listed! Be kind and send me an e-mail.
A stochastic partial differential equation (SPDE) is a partial differential equation containing a random (noise) term. The study of SPDEs is an exciting topic which brings together techniques from probability theory, functional analysis, and the theory of partial differential equations.
Stochastic partial differential equations appear in several different applications: study of random evolution of systems with a spatial extension (random interface growth, random evolution of surfaces, fluids subject to random forcing), study of stochastic models where the state variable is infinite dimensional (for example, a curve or surface).
Centre de Mathématiques Appliquées
CNRS - Ecole Polytechnique
F-91128 Palaiseau, France.
Tel. 00 33 1 69 33 45 67 - Fax 00 33 1 69 33 30 11