Davar Khoshnevisan

Area of research

Mathematical Physics · Finance

Research interest

Research interests include Stochastic processes and financial applications, Stochastic processes and statistical mechanics, Mathematical Dynamics and Fractals, and Advanced Mathematical Modeling in Engineering.

Recent publications

Intermittency and multifractality: A case study via parabolic stochastic PDEs

The Annals of Probability 2017cited by 54position: firstdoi

Analysis of Stochastic Partial Differential Equations

Regional conference series in mathematics 2014cited by 180position: firstdoi

On the chaotic character of the stochastic heat equation, II

Probability Theory and Related Fields 2012cited by 50position: middledoi

Grants

Analysis of Stochastic Partial Differential Equations

NSF2245242$323,4722023–2027PIRePORTER

Collaborative Research: Asymptotic Geometry and Analysis of Stochastic Partial Differential Equations

NSF1855439$255,0732019–2023PIRePORTER

Collaborative Research: Fractals, Multifractals, and Stochastic Partial Differential Equations

NSF1608575$211,4272016–2019PIRePORTER

Intermittency and Random Fractals

NSF1307470$399,2452013–2017PIRePORTER

Geometry of Random Fields and Stochastic Partial Differential Equations

NSF1006903$411,2032010–2014PIRePORTER

Random Fields and Stochastic Partial Differential Equations

NSF0706728$414,8542007–2011PIRePORTER

New Perspectives on Random Fields with Applications

NSF0404729$295,1622004–2008PIRePORTER

Analytic and Geometric Properties of Random Fields

NSF0103939$203,9372001–2005PIRePORTER

Seminar on Stochastic Processes, 2000

NSF9979209$7,0002000–2000PIRePORTER

Random Fields and Potential Theory

NSF9803747$160,5001998–2002PIRePORTER

Mathematical Sciences: The Brownian Sheet and Related Processes

NSF9503290$20,0001995–1997PIRePORTER

Recent publications

Grants

Frequent collaborators