**Lectures on Singular Stochastic PDEs**

by M. Gubinelli, N. Perkowski

**Publisher**: arXiv 2015**Number of pages**: 67

**Description**:

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.

Download or read it online for free here:

**Download link**

(940KB, PDF)

## Similar books

**Lectures on Stochastic Differential Equations and Malliavin Calculus**

by

**S. Watanabe**-

**Tata Institute of Fundamental Research**

The author's main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin.

(

**10301**views)

**Advanced Stochastic Processes**

by

**Jan A. Van Casteren**-

**Bookboon**

In this book, which is basically self-contained, the following topics are treated thoroughly: Brownian motion as a Gaussian process, Brownian motion as a Markov process, Brownian motion as a martingale, Markov chains, renewal theory, etc.

(

**8025**views)

**Stochastic Calculus**

by

**Alan Bain**

An informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is little or no comment on more standard matters.

(

**16374**views)

**Stochastic Analysis - Notes**

by

**I. F. Wilde**

A gentle introduction to the mathematics of Stochastic Analysis. From the table of contents: Introduction; Conditional expectation; Martingales; Stochastic integration - informally; Wiener process; Ito's formula; Bibliography.

(

**15292**views)