Arsip Kuliah Umum・Semester Gasal 2011/2012
201112/30Jum Kuliah Umum

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 Gedung Hongjing 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.