Introduction to SPDEs from Probability and PDE

Avi Mayorcas

doi:10.48550/arXiv.2111.13160

Introduction to SPDEs from Probability and PDE

Avi Mayorcas

Department of Mathematical Sciences

Research output: Working paper / Preprint › Preprint

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Abstract

Lecture notes accompanying a 6 hour mini-course on SPDE given at the University of Oxford in April/May 2021. The main focus of these notes is on an exposition of the variational method for monotone and coercive SPDE. A recap of the necessary functional analysis, operator theory and stochastic analysis on Hilbert spaces is included, with additional references. The final chapter contains a discussion of the pathwise approach.

Original language	English
Publisher	arXiv
Number of pages	88
DOIs	https://doi.org/10.48550/arXiv.2111.13160
Publication status	Submitted - 25 Nov 2021

Keywords

math.PR
math.AP

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10.48550/arXiv.2111.13160

2111.13160v2Submitted manuscript, 823 KB

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Introduction to SPDEs from Probability and PDE

Abstract

Keywords

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