Davar Khoshnevisan

Department of Mathematics, The University of Utah
Contact Info | Hours | Faculty profile | Books | Collaborators | Lecture Notes | Publications | Vita
Probability and Statistics in Utah

Memoirs of the AMS	|	Transactions of the AMS	|	J. of Theoretical Probability
Probability & Its Applications	|	Progress in Probability	|	Lecture Notes in Math
Bernoulli	|	EJP & ECP	|	Stochastics and PDEs

In fond memories of:	Boris Rozovsky (June 8, 1945 to April 25, 2025) Thomas G. Kurtz (July 14, 1941 to April 19, 2025)

E-prints [ArXiV; research supported by the NSF Grant DMS-2245242:

• On the passage times of self-similar Gaussian processes on curved boundaries
  (27 pages; submitted; with Cheuk Yin Lee).
• An Invariance Principle for some Reaction-Diffusion Equations with a Multiplicative Random Source
  (42 pages; submitted; with Kunwoo Kim and Carl Mueller).
• On the well-posedness of SPDEs with locally Lipschitz coefficients
  (14 pages; submitted; with Mohammud Foondun and Eulalia Nualart).

Amusing unpublished manuscripts:

• 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).
• 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)

AUGUST 2024	STOCHASTIC PDES IN SEOUL 2024	held at KAIST, Seoul, S. Korea
FALL 2025	SPECIAL SEMESTER IN STOCHASTIC PDE	held at SL-Math, Berkeley, CA, USA

Research supported in part by a generous grant by the National Science Foundation

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