An Introduction to Stochastic PDEs
by Martin Hairer
Publisher: arXiv 2009
Number of pages: 78
This text is an attempt to give a reasonably self-contained presentation of the basic theory of stochastic partial differential equations, taking for granted basic measure theory, functional analysis and probability theory, but nothing else.
Home page url
Download or read it online for free here:
by Klaus Bichteler - University of Texas
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and some functional analysis.
by Christophe Garban, Jeffrey E. Steif - arXiv
The goal of this set of lectures is to combine two seemingly unrelated topics: (1) The study of Boolean functions, a field particularly active in computer science; (2) Some models in statistical physics, mostly percolation.
by Matthias Vallentin
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
by T. Devlin, J. Guo, D. Kunin, D. Xiang - Brown University
The intent of the website and these notes is to provide an intuitive supplement to an introductory level probability and statistics course. The level is also aimed at students who are returning to the subject and would like a concise refresher ...