Stochastic Evolution Equations
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Stochastic Evolution Equations


Stochastic Evolution Equations

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The lectures are at a beginning graduate level and assume only basic familiarity with Functional Analysis and Probability Theory. Topics covered include:Random variables in Banach spaces: Gaussian random variables, contraction principles, Kahane-Khintchine inequality, Anderson’s inequality. Stochastic integration in Banach spaces I: γ-Radonifying operators, γ-boundedness, Brownian motion, Wiener stochastic integral. Stochastic evolution equations I: Linear stochastic evolution... More
Material Type: Online Course
Date Added to MERLOT: October 20, 2011
Date Modified in MERLOT: October 20, 2011
Submitter: Sorel Reisman


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Mobile Compatibility: Not specified at this time
Language: English
Cost Involved: no
Source Code Available: unsure
Accessiblity Information Available: unsure
Creative Commons: Creative Commons License
This work is licensed under a Attribution-NonCommercial-ShareAlike 3.0 Netherlands


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