Structure: 4 x 1.5hr Lectures
Lecture 4: Further Topics and Directions (time permitting)
- Regularity of solutions
- 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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- OxPDE Short Courses