Stochastic Partial Differential Equations

Etienne Pardoux is professor emeritus at the Institut de Mathématiques de Marseille, within Aix Marseille Univ. His research has covered several topics of stochastic analysis, in particular stochastic partial differential equations, backward stochastic differential equations and homogenization. More recently, he has turned his interests towards evolutionary biology and modeling of infectious diseases. He is the author of more than 160 publications, including four books.

• -1. Introduction and Motivation.- 2. SPDEs as Infinite-Dimensional SDEs.- 3. SPDEs Driven By Space-Time White Noise.- References.- Index.

“The publication is mainly intended for readers who want to get briefly acquainted with the classical theory of SPDE before studying modern approaches to SPDEs like the rough paths theory, the theory of regularity structures or the method of paracontrolled distributions.” (Martin Ondreját, zbMATH 1511.91001, 2023)“This monograph is a nice addition to the existing literature on SPDEs, complementing it by presenting a variety of variational methods available for nonlinear SPDEs.” (Kristin Kirchner, SIAM Review, Vol. 65 (1), March, 2023)“This book … serves as a solid introduction to recent developments in the classical theory of stochastic partial differential equations. This book is a nice introduction to the subject matter for those unfamiliar with the topic. The author is direct, and the small size of the book makes it very approachable. Plenty of references are providedfor those who wish to dive deeper into the topic.” (Bill Satzer, MAA Reviews, June 6, 2022)