A short introduction to Stochastic PDEs
Résumé
The main two aims of these lecture notes are: a definition of the space-time white noise and the study of second-order stochastic evolution equations of parabolic type. The main points are the regularity properties, in time and in space, of the solutions. A few results on the numerical approximation are also given at the end. The content is based on the lectures delivered at CERMICS in March 2014.
Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...