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A brief and personal history of stochastic partial differential equations

The author is supported by the grant ANR-15-CE40-0020 - LSD - Large Stochastic Dynamical Models in Non-Equilibrium Statistical Physics (2015)
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  • We trace the evolution of the theory of stochastic partial differential equations from the foundation to its development, until the recent solution of long-standing problems on well-posedness of the KPZ equation and the stochastic quantization in dimension three.

    Mathematics Subject Classification: 60H15.


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