Videos

A brief introduction of Stochastic Partial Differential Equations

Presenter
January 11, 2013
Keywords:
  • stochastic partial differential equations
MSC:
  • 60H15
Abstract
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.