19246301 Aufbaumodul: Stochastics IV "Stochastic Partial Differential Equations: Classical and New"
Summer Term 2022
Time and place
Lecture: Tuesday, 16:00 - 18:00h, SR 025/026, Arnimallee 6.
The first meeting is on Tuesday, 19.04. The lecture will take place in Hybrid form, the details for the online-meeting will be available in Whiteboard. If you do not have access to Whiteboard (yet), please send me an email.
Exercise Session: Wednesdays, 10:00 - 12:00h, SR 009, Arnimallee 6.
- Final Exam: to be announced in due course
Prerequisits: Stochastics I—II and Analysis I—III. Recommended: Stochastic Analysis and Functional Analysis. Previous knowledge in PDE theory is not required.
To receive credits for the course you need to
- actively participate in the exercise session
- work on and successfully solve the weekly exercises
- pass the final exam (see above)
Problem sets will be put online every Wednesday and can be found under Assignements in the MyCampus/Whiteboard portal. You do not have to submit your solutions. The solutions will be discussed in the online tutorial.
Course Overview/ Content:
Ito calculus for Gaussian random measures
Semilinear stochastic PDEs in one dimension
Basic rough path theory
Paraproducts and paracontrolled distributions
Local existence and uniqueness for semilinear SPDEs in higher dimensions
Properties of solutions