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Stochastic Evolution Equations


Stochastic Evolution Equations

Logo for Stochastic Evolution Equations
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
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Material Type: Online Course
Date Added to MERLOT: October 20, 2011
Date Modified in MERLOT: April 01, 2016
Submitter: Sorel Reisman


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Language: English
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Creative Commons: Creative Commons License
This work is licensed under a Attribution-NonCommercial-ShareAlike 3.0 Netherlands
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