BEGIN:VCALENDAR
VERSION:2.0
PRODID:www.imperial.ac.uk
BEGIN:VEVENT
UID:62904fc8d3c31
DTSTART:20220117T160000Z
SEQUENCE:0
TRANSP:OPAQUE
DTEND:20220117T170000Z
URL:https://www.imperial.ac.uk/events/143584/stuod-spdes-seminar-prof-sonja
-cox-introduction-to-spdes-in-hilbert-spaces/
LOCATION:United Kingdom
SUMMARY:STUOD SPDEs Seminar – Prof Sonja Cox: Introduction to SPDEs in Hi
lbert spaces
CLASS:PUBLIC
DESCRIPTION:This seminar is currently run fully online.\nTopic: Introductio
n to SPDEs in Hilbert spaces\nThis series will provide an introduction to
stochastic partial differential equations (SPDEs). We will take the ‘cla
ssical’ Da Prato-Zabczyk approach\, i.e. we interpret the SPDE as a stoc
hastic differential equation (SDE) in a Hilbert space. More specifically
\, we will discuss the following topics:\n\nGaussian measures in Hilbert s
paces and the construction of a Brownian motion in a Hilbert space\nStocha
stic calculus and martingales in Hilbert spaces: Itô’s isometry\, Burkh
older-Davis-Gundy inequalities\nSemigroup theory: analytic semigroups\nWel
l-posedness of SDEs in a Hilbert space\nExamples of SPDEs that fit in the
treated framework\n\nIf time permits\, we can briefly dwell upon SPDEs wit
h monotone coefficients\, numerical methods for SPDEs\, or the technicalit
ies that arise when extending the above-mentioned theory to the Banach spa
ce setting.\nThe course consists of 10–12 one-hour meetings. Participant
s may be asked to present some of the material.
X-ALT-DESC;FMTTYPE=text/html:This seminar is currently run fully o
nline.

\n*Topic: Introduction to SPDEs in Hilbert spaces*

*\n**This series will provide an introduction to stochastic part
ial differential equations (SPDEs). We will take the ‘classical’ Da Pr
ato-Zabczyk approach\, i.e. we interpret the SPDE as a stochastic differen
tial equation (SDE) in a Hilbert space. More specifically\, we will disc
uss the following topics:*

\n\n*Gaussian measures in Hilbe
rt spaces and the construction of a Brownian motion in a Hilbert space*
\n*Stochastic calculus and martingales in Hilbert spaces: Itô
’s isometry\, Burkholder-Davis-Gundy inequalities* \n*Semig
roup theory: analytic semigroups* \n*Well-posedness of SDEs i
n a Hilbert space* \n*Examples of SPDEs that fit in the treat
ed framework* \n

\n*If time permits\, we can briefly dwell
upon SPDEs with monotone coefficients\, numerical methods for SPDEs\, or
the technicalities that arise when extending the above-mentioned theory to
the Banach space setting.*

\n*The course consists of 10–12 o
ne-hour meetings. Participants may be asked to present some of the materia
l.*

DTSTAMP:20220527T041256Z
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