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.
Exercise groups
immanent
Not necessary