Seminar series
Date
Wed, 28 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: Suitable for OxPDE students, but also of interests to functional analysts, geometers, probabilists, numerical analysts and anyone who has a suitable level of prerequisite knowledge.
Further Information
Structure: 4 x 1.5hr Lectures
Lecture 4: Further Topics and Directions (time permitting)
- Regularity of solutions
- Ergodicity
- Pathwise approach to SPDE