Teacher

Ulisse Stefanelli
e-mail: ulisse.stefanelliunivie.ac.at
webpage: http://www.mat.univie.ac.at/~stefanelli

Schedule

Fridays from 8:00-9:30, SR11,
Oskar-Morgenstern-Platz 1.

Aims

This is an introductory course on stochastic partial differential equations. Setting, formulation, and solvability of linear and semilnear parabolic SPDEs will be in focus.

Literature

• C. Prevot, M. Roeckner. A concise course on stochastic partial differential equations, vol. 1905 of Lecture Notes in Mathematics. Springer, Berlin, 2007.
• G. Da Prato, J. Zabczyk. Stochastic equations in infinite dimensions, vol. 44 of Encyclopedia of Mathematics and its Applications. Cambridge University Press, Cambridge, 1992.
• M. Hairer. An Introduction to Stochastic PDEs, 2009, arXiv

The notes from the lectures are here: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10.
A selection of exercises is here.