Introduction to SPDEs from Probability and PDE - Lecture 4 of 4

28 April 2021
Dr. Avi Mayorcas

Further Information: 

Structure: 4 x 1.5hr Lectures 

Lecture 4: Further Topics and Directions (time permitting)

  • Regularity of solutions
  • Ergodicity
  • Pathwise approach to SPDE



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.

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