"Davar Khoshnevisan, Department of Math, Univ of 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

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

On the passage times of self-similar Gaussian processes on curved boundaries
(25 pages; submitted to Bernoulli; with Cheuk Yin Lee).
On the local well-posedness of randomly forced reaction-diffusion equations with L² initial data and a superlinear reaction term (29 pages; submitted; with Mohammud Foondun and Eulalia Nualart).
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Amusing unpublished manuscripts: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)

FALL 2025 SPECIAL SEMESTER IN STOCHASTIC PDE SL-Math, Berkeley, CA, USA

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