250098 VO Stochastic Partial Differential Equations (2023W)
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Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
Details
Language: English
Examination dates
Lecturers
Classes
First meeting on Oct. 2nd. The course is 3h/week only. From the above preliminary list, approximately 25% of the appointments will not take place. The exact calendar will be distributed on Oct. 2nd.
Information
Aims, contents and method of the course
The aim of this course is to present some topics from the so-called variational approach to parabolic SPDEs. The main goal is an existence and approximation theory. Along the way, a number of different tools from stochastic, functional, and variational analysis will be recalled.
Assessment and permitted materials
The exam of the course is oral. Stundents will be required to be familiar with the themes of the lecture and be able to discuss them.
Minimum requirements and assessment criteria
Variational formulations for parabolic problems and the construction of the stochastic integral are absolute-minimum requirements for obtaining a positive grade.
Examination topics
All materials from the lectures are relevant for the exam.
Reading list
A script of the course will be made available to students.
Association in the course directory
MAMV; MANV; MSTV
Last modified: Mo 15.07.2024 15:26