Preprint:
From fractals and probability to Lévy processes and stochastic PDEs

Davar Khoshnevisan

Abstract. We present a few choice examples that showcase how the topics in the title are deeply interconnected. Although this is mainly a survey article, it is almost entirely self-contained with complete, albeit somewhat stylized, proofs.

Keywords. Fractals, Lévy processes, stochastic partial differential equations.

AMS Classification (2000). Primary. 28A78, 28A80, 60J30, 60H15; Secondary. 35R60.

Support. Research supported in part by a grant from the U.S. National Science Foundation.

Pre/E-Prints. This paper is available in

• Pdf Format (March 9, 2009)

Davar Khoshnevisan Department of Mathematics University of Utah 155 S, 1400 E JWB 233 Salt Lake City, UT 84112-0090, U.S.A. davar@math.utah.edu

Last Update: March 10, 2009
© 2009 - Davar Khoshnevisan