**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

**Reversibility and Stochastic Networks**

by

**F.P. Kelly**-

**John Wiley and Sons Ltd**

The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.

(

**10820**views)

**Synchronization and Linearity: An Algebra for Discrete Event Systems**

by

**F. Baccelli, G. Cohen, G. J. Olsder, J. Quadrat**-

**John Wiley & Sons**

Presents new modelling and analysis techniques for the description of discrete event dynamic systems. Created within the text is a calculus which allows the derivation of analytical tools for computing the time behavior of this type of system.

(

**7039**views)

**Introduction to Stochastic Processes**

by

**Gordan Žitković**-

**The University of Texas at Austin**

Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; Simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; etc.

(

**2945**views)

**Applied Stochastic Processes in Science and Engineering**

by

**Matt Scott**-

**University of Waterloo**

This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. A senior undergraduate course offered to students with a suitably mathematical background.

(

**2715**views)