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A short introduction to Stochastic PDEs

Abstract

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.
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Dates and versions

hal-00973887 , version 1 (04-04-2014)
hal-00973887 , version 2 (02-06-2014)

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  • HAL Id : hal-00973887 , version 2

Cite

Charles-Edouard Bréhier. A short introduction to Stochastic PDEs. 2014. ⟨hal-00973887v2⟩
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