Hairer

Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations. This subject has recently attracted a great deal of attention, partly as a consequence of Martin Hairer's contributions and in particular his creation of a theory of regularity structures for SPDEs, for which he was awarded the Fields Medal in 2014.

This book presents first-year calculus roughly in the order in which it first was discovered. The first two chapters show how the ancient calculations of practical problems led to infinite series, differential and integral calculus and to differential equations.

Diese Einführung in die Analysis orientiert sich an der historischen Entwicklung: Die ersten zwei Kapitel schlagen den Bogen von historischen Berechnungsmethoden zu unendlichen Reihen, zur Differential- und Integralrechnung und zu Differentialgleichungen. Die Etablierung einer mathematisch stringenten Denkhaltung im 19. Jahrhundert für ein und mehrere Variablen ist Thema der darauffolgenden Kapitel. Viele Beispiele, Berechnungen und Bilder machen den Band zu einem Lesevergnügen – für Studierende, für Lehrer und für Wissenschaftler.

Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough and easily accessible introduction to rough path analysis.