Cours

MATH-485: Introduction to stochastic PDEs

Résumé

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.

Séances de cours

Enseignant·e

Martin Hairer

Teaching & PhD PhD Students Colin Piernot, Wenhao Zhao, Declan Rellan Stacy Courses Advanced stochastic analysis MATH-525 This course will give you in-depth knowledge in some topics of modern stochastic analysis. We will start with a general introduction to Gaussian measure theory followed by an introduction to Malliavin calculus and a selection of advanced topics. Awards Fermat Prize Institut de Mathématiques de Toulouse 2013 Fields Medal IMU 2014 Honorary doctorate in science Hong Kong

Source officielle

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

Page Moodle

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

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Résumé

Séances de cours

Enseignant·e

Martin Hairer

Source officielle

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

Page Moodle

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

À propos de ce résultat

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