Stochastic Partial Differential Equations (WS 2017/18)
- (11.10.17) The first class will be on Tuesday (24.10.2017).
- (11.10.17) Stochastic Partial Differential Equations.
- (11.10.17) The Homepage is available online.
(19.12.17) Due to some reason there will be no class on 9th January, 2018.
- Tuesday: 12.00-14.00. Room no. N16
- 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.
- 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.
Ansprechpartner: Ananta Kumar Majee