(19.12.17) Due to some reason there will be no class on 9th January, 2018.
Class
Tuesday: 12.00-14.00. Room no. N16
Final Examination
It will be an oral examination. Time duration of the examination will be 20-25 minute.
Criteria for sitting in the final examination will be based on the candidate's performance. Moreover, candidates are required minimum 60% attendance in the lecture to sit in the final exam.
References
Claudia Prévôt and Michael Röckner: A Concise Course on Stochastic Partial Differential Equations, Lecture Notes in Mathematics, 1905. Springer, Berlin, 2007.
Étienne Pardoux: Stochastic Partial Differential Equations, Lectures given in Fudun University, Shanghai, April 2007.
Giuseppe Da Prato and Jerzy Zabczyk: Stochastic Equations in Infinite Dimensions, Encyclopedia of Mathematics and its Applications 44, Cambridge University Press, 1992.
Pao-Liu Chow: Stochastic Partial Differential Equations, Chapman and Hall/CRC Applied Mathematics and Nonlinear science Series, 2007.
