歷史演講・100 學年度上學期
201112/30週五 演講

An Introduction to SPDEs

須上苑博士(中央研究院數學研究所 上午 10:00–11:30 鴻經館 430室
摘要: In this lecture, I am going to go through very basic things in SPDEs by Walsh's approach. We will define the integral with respect to a martingale measure and define the solutions to stochastic heat equations. All materials needed will be covered, such as white noise, martingale measures.