A brief introduction of Stochastic Partial Differential Equations

Friday, January 11, 2013 - 2:00pm - 5:00pm
Lind 305
In these two lectures, I will give a introduction to a few dissipative
stochastic partial differential equations including existence and
uniqueness of solutions. I try to emphasis what is different
phenomenologically between SODEs (Stochastic Ordinary Differential
Equations) and SPDEs (Stochastic Partial Differential Equations) when
viewed as stochastic processes. These talks will build on the lectures
given by Thomas Wanner in the morning.
MSC Code: