Claudia Prevot – A Concise Course on Stochastic Partial Differential Equations
Claudia Prevot – A Concise Course on Stochastic Partial Differential Equations
Claudia Prevot – A Concise Course on Stochastic Partial Differential Equations
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Description
CLAUDIA PREVOT – A CONCISE COURSE ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
The lectures focus on partial differential equations of evolutionary type. Themartingale measure approach is one of the three approaches to analyze SPDE. The purpose of the notes is to give a concise and self-contained introduction to thevariational approach. Part of the background material is included in the appendices.
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