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UID:840726f431640d79b24895260ce5c140
DTSTAMP:20260905T152137Z
SUMMARY:STUOD SPDEs Seminar – Prof Sonja Cox: Introduction to SPDEs in Hi
 lbert spaces
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.
URL:https://www.imperial.ac.uk/events/143616/stuod-spdes-seminar-prof-sonja
 -cox-introduction-to-spdes-in-hilbert-spaces-8/
DTSTART;TZID=Europe/London:20220307T160000
DTEND;TZID=Europe/London:20220307T170000
LOCATION:United Kingdom
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