Home Newsletter
News Books
Welcome to FreeScience.info Language/Lingua

Books 3054
· Book News
· Most clicked
· Least clicked

Search for a Book
Add a new Book

Lectures on singular stochastic PDEs

Author: M. Gubinelli, N. Perkowski
Url: http://arxiv.org/abs/1502.00157v1
Format: Pdf
Year: 2014
Category: Probability Theory
Pages: 67
Clicks: 122

These are the notes for a course at the 18th Brazilian School of Probability held from August 3rd to 9th, 2014 in Mambucaba. The aim of the course is to introduce the basic problems of non--linear PDEs with stochastic and irregular terms. We explain how it is possible to handle them using two main techniques: the notion of energy solutions and that of paracontrolled distributions. In order to maintain a link with physical intuitions, we motivate such singular SPDEs via a homogenisation result for a diffusion in a random potential.

Similar Books
Introduction to Probability Theory
Trattatello di Probabilità
An Introduction to Probability and Random Processes
Probability Theory: The Logic of Science
Probability and Stochastic Processes with Applications
Reversible Markov Chains and Random Walks on Graphs
Probability Theory
Notes on Hilbert Spaces, Fourier Transform and Probability
Notes on Probability and Spectral Characterization
Probability, Random Processes, and Ergodic Properties
Markov Chains and Stochastic Stability
Probability on Trees and Networks
Condenser physics applied to Markov chains - A brief introduction to potential theory
Gibbs Measures and Phase Transitions on Sparse Random Graphs
Probability: Theory and Examples
Recent progress on the Random Conductance Model
Determinantal Martingales and Interacting Particle Systems
Aleatoire: Introduction à la théorie et au calcul des probabilités

Home |  Authors | About | Contact Us |  Email 
 Copyright © 2002-2013 FreeScience.info. 

Best viewed with Mozilla 1.X 1024x768
free scientific books