Search Constraints

Number of results to display per page
Results for: Affiliation Delft University of Technology Remove constraint Affiliation: Delft University of Technology Creator / Instructor Neerven, Jan van Remove constraint Creator / Instructor: Neerven, Jan van Keywords Stochastic partial differential equations Remove constraint Keywords: Stochastic partial differential equations Language English Remove constraint Language: English

Search Results

  • Courseware 
    Stochastic Evolution Equations

    Stochastic Evolution Equations

    The lectures are at a beginning graduate level and assume only basic familiarity with Functional Analysis and Probability Theory. Topics covered include: Random variables in Banach spaces: Gaussian random variables, contraction principles, Kahane-Khintchine inequality, Anderson’s inequality. Stochastic integration in Banach spaces I: γ-Radonifying operators, γ-boundedness, Brownian motion, Wiener stochastic integral. Stochastic evolution equations I: Linear stochastic evolution equations: existence and uniqueness, Hölder regularity. Stochastic integral in Banach spaces II: UMD spaces, decoupling inequalities, Itô stochastic integral. Stochastic evolution equations II: Nonlinear stochastic evolution equations: existence and uniqueness, Hölder regularity.

    Subjects:
    Mathematics and Statistics
    Keywords:
    Stochastic partial differential equations Evolution equations
    Resource Type:
    Courseware