After successful completion of the course, students are able to...
- Perform calculations (covariance, integrals, regularity) with Gaussian noise - Study weak, mild, probabilistic, and renormalised solutions of parabolic SPDEs
- Understand basic examples such as: stochastic heat equation, continuum parabolic Anderson model, porous media equations
White noise. Semigroup theory. Variational theory. Renormalisation.
Online lectures and exercises (in the companion UE course). In the lecture the theory is introduced and examples will be calculated. Once a week there will be exercise-sheets which will be calculated at by the students in an interactive online session.
Oral exam
Not necessary