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arXiv · 2111.13160

Introduction to SPDEs from Probability and PDE

Avi Mayorcas
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Abstract

Lecture notes accompanying an 8hr hour mini-course on SPDE given at Bo\u{g}azi\c{c}i University, Istanbul in June/July 2025. They are based on earlier notes of a shorter mini-course given at the University of Oxford in 2021. The main focus of these notes is on an exposition of the variational method for monotone and coercive SPDE. A recap of the necessary functional analysis, operator theory and stochastic analysis on Hilbert spaces is included, with additional references. The final chapter contains a discussion of the pathwise approach.

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Avi Mayorcas. 2021-11-25. Introduction to SPDEs from Probability and PDE. https://arxiv.org/abs/2111.13160

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