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MATH-485: Introduction to stochastic PDEs

Summary

Stochastic PDEs are used to model systems that are spatially extended and include a random component. This course gives an introduction to this topic, including some general measure theory, some Gaussian measure theory and some linear semigroup theory.

Lectures

Instructor

Martin Hairer

Official source

https://edu.epfl.ch/coursebook/en/introduction-to-stochastic-pdes-MATH-485

Moodle Page

http://go.epfl.ch/MATH-485

About this result

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Summary

Lectures

Instructor

Martin Hairer

Official source

https://edu.epfl.ch/coursebook/en/introduction-to-stochastic-pdes-MATH-485

Moodle Page

http://go.epfl.ch/MATH-485

About this result

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