A brief and personal history of stochastic partial differential equations (Q2229259)

Associating PDEs and randomness is an idea to be found in the physics literature in the '50s and '60s and the author shows how it evolved in mathematics from the '70s onwards into a still rather little known field of research in 2013, when the works of Gubinelli and Hairer spurred an exceptional activity in SPDEs. These are PDEs which contain some stochastics process and cannot be defined with standard analytic techniques. The article tells the story of this rise to fame from an internalist perspective based on his personal experience and contacts. His narrative is not a linear one from the beginnings till now, but rather topically organized: applications of SPDEs to physical problems (stochastic quantization and dynamical scaling of a growing interface) and biological systems (in the context of superprocesses), as well as themes that characterize the author's own work and mainly relate to SPDEs driven by space-time with white noise. Referring to a vast amount of contributors and contributions to the development of SPDEs as a field of mathematical research the author acknowledges the ``considerable amount of work by a whole community'' that prepared its ground.