"Davar Khoshnevisan, Department of Math, Univ of Utah"

Memoirs of the AMS	\|	Transactions of the AMS	\|	J. of Theoretical Probability	\|	Bernoulli Journal
Probability & Its Applications	\|	Progress in Probability	\|	Lecture Notes in Math

Webpages for previous courses (2012-present): Link

E-prints [ArXiV; research supported by the NSF Grants DMS-2245242, DMS-1855439, DMS-1608575, and DMS-1307470]:

Instantaneous everywhere-blowup of parabolic SPDEs
(19 pages; submitted; with Mohammud Foondun and Eulalia Nualart).
Optimal regularity of SPDEs with additive noise
(26 pages; submitted to EJP; with Marta Sanz-Solé).
On the valleys of the stochastic heat equation
(22 pages; submitted to the Ann. Appl. Probab.).
Dissipation in Parabolic SPDEs II: Oscillation and decay of the solution
(36 pages; submitted; with Kunwoo Kim and Carl Mueller).
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
(43 pages; submitted to Stochastics and Partial Diff. Eq.: Analysis & Appl.; with Le Chen, David Nualart, and Fei Pu).
Central limit theorems for parabolic stochastic partial differential equations
(31 pages; submitted to Ann. Instit. H. Poincaré; with Le Chen, David Nualart, and Fei Pu).
Weak existence of a solution to a differential equation driven by a very rough fBm
(20 pages; submitted; with Jason Swanson, Yimin Xiao, and Liang Zhang).

Amusing unpublished manuscripts:

On a family of polynomials (Pdf; revised: 4/08/07)
Schoenberg's theorem via the law of large numbers (Pdf)
A facsimile of John Walsh's "A Lost Scroll" (must read for aficionados of "Théorie du générale")

Link to SAUCY 2020-21 (COVID Seminar, now discontinued)
Research supported in part by a generous grant by the National Science Foundation