Seminar series
Date
Tue, 27 Apr 2021
Time
10:00 -
11:30
Location
Virtual
Speaker
Dr. Avi Mayorcas
Organisation
Former University of Oxford D. Phil. Student
The course will aim to provide an introduction to stochastic PDEs from the classical perspective, that being a mixture of stochastic analysis and PDE analysis. We will focus in particular on the variational approach to semi-linear parabolic problems, `a la Lions. There will also be comments on other models and approaches.
Suggested Pre-requisites: The course is broadly aimed at graduate students with some knowledge of PDE theory and/or stochastic analysis. Familiarity with measure theory and functional analysis will be useful.
Further Information
Structure: 4 x 1.5hr Lectures
Lecture 3: Variational Approach to Parabolic SPDE
- Itˆo’s formula in Hilbert spaces
- Variational approach to monotone, coercive SPDE
- Concrete examples