Partial Differential Equations Lawrence C. Evans

This volume provides the texts of lectures given by L. Ambrosio, L. Caffarelli, M. Crandall, L.C. Evans, N. Fusco at the Summer course held in Cetraro (Italy) in 2005. These are introductory reports on current research by world leaders in the fields of calculus of variations and partial differential equations. The topics discussed are transport equations for nonsmooth vector fields, homogenization, viscosity methods for the infinite Laplacian, weak KAM theory and geometrical aspects of symmetrization. A historical overview of all CIME courses on the calculus of variations and partial differential equations is contributed by Elvira Mascolo.

This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô stochastic calculus, and finally the theory of stochastic differential equations.