{"id":"https://openalex.org/W92999897","doi":"https://doi.org/10.1007/978-3-319-08332-2_12","title":"Stochastic Partial Differential Equations","display_name":"Stochastic Partial Differential Equations","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W92999897","doi":"https://doi.org/10.1007/978-3-319-08332-2_12","mag":"92999897"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-08332-2_12","doi":"https://doi.org/10.1007/978-3-319-08332-2_12","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-08332-2_12","pdf_url":null,"source":{"id":"https://openalex.org/S4210236142","display_name":"Universitext","issn_l":"0172-5939","issn":["0172-5939","2191-6675"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["norway-1"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Universitext","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W2499451752","display_name":"A Course on Rough Paths"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085656370","display_name":"Peter K. Friz","orcid":"https://orcid.org/0000-0003-2571-8388","observed_orcids":["https://orcid.org/0000-0003-2571-8388"]},"institutions":[{"id":"https://openalex.org/I4577782","display_name":"Technische Universit\u00e4t Berlin","ror":"https://ror.org/03v4gjf40","country_code":"DE","type":"education","lineage":["https://openalex.org/I4577782"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Peter K. Friz","raw_affiliation_strings":["Institut f\u00fcr Mathematik, Technische Universit\u00e4t Berlin, Berlin, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Mathematik, Technische Universit\u00e4t Berlin, Berlin, Germany","institution_ids":["https://openalex.org/I4577782"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5016315238","display_name":"Martin Hairer","orcid":"https://orcid.org/0000-0002-2141-6561","observed_orcids":["https://orcid.org/0000-0002-2141-6561"]},"institutions":[{"id":"https://openalex.org/I39555362","display_name":"University of Warwick","ror":"https://ror.org/01a77tt86","country_code":"GB","type":"education","lineage":["https://openalex.org/I39555362"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Martin Hairer","raw_affiliation_strings":["Mathematics Department, The University of Warwick, Coventry, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematics Department, The University of Warwick, Coventry, UK","institution_ids":["https://openalex.org/I39555362"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5085656370"],"corresponding_institution_ids":["https://openalex.org/I4577782"],"apc_list":null,"apc_paid":null,"fwci":3.8331,"has_fulltext":false,"cited_by_count":45,"citation_normalized_percentile":{"value":0.92563204,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"169","last_page":"190"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.82669997215271,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.82669997215271,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.05829999968409538,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10541","display_name":"Nonlinear Differential Equations Analysis","score":0.014600000344216824,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-partial-differential-equations","display_name":"stochastic partial differential equations","score":0.9800000190734863},{"id":"https://openalex.org/keywords/rough-paths","display_name":"rough paths","score":0.8730000257492065},{"id":"https://openalex.org/keywords/feynman-kac-formula","display_name":"Feynman-Kac formula","score":0.8029999732971191},{"id":"https://openalex.org/keywords/concentration-of-measure","display_name":"concentration of measure","score":0.9869999885559082},{"id":"https://openalex.org/keywords/flow-decomposition","display_name":"flow decomposition","score":0.9549999833106995},{"id":"https://openalex.org/keywords/burgers-equation","display_name":"Burgers equation","score":0.8410000205039978},{"id":"https://openalex.org/keywords/stochastic-heat-equation","display_name":"stochastic heat equation","score":0.9750000238418579}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7122552394866943},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.6543754935264587},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5379469990730286},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.5285652875900269},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.5160198211669922},{"id":"https://openalex.org/C129747778","wikidata":"https://www.wikidata.org/wiki/Q1014918","display_name":"Burgers' equation","level":3,"score":0.4984140396118164},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.4919428527355194},{"id":"https://openalex.org/C2777630202","wikidata":"https://www.wikidata.org/wiki/Q5527840","display_name":"Gaussian measure","level":3,"score":0.4909994900226593},{"id":"https://openalex.org/C64057670","wikidata":"https://www.wikidata.org/wiki/Q4381442","display_name":"First-order partial differential equation","level":3,"score":0.44930580258369446},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.42012184858322144},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.406220018863678},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.3994011878967285},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.19769012928009033},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1330021619796753},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.10610851645469666},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-08332-2_12","doi":"https://doi.org/10.1007/978-3-319-08332-2_12","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-08332-2_12","pdf_url":null,"source":{"id":"https://openalex.org/S4210236142","display_name":"Universitext","issn_l":"0172-5939","issn":["0172-5939","2191-6675"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["norway-1"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Universitext","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W26690721","https://openalex.org/W1792567290","https://openalex.org/W2950571254","https://openalex.org/W7098060648","https://openalex.org/W1984714663","https://openalex.org/W2963597273","https://openalex.org/W2962942991","https://openalex.org/W2931635313","https://openalex.org/W1967350244","https://openalex.org/W616109306"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-10T09:11:00.788812","created_date":"2016-06-24T00:00:00"}