**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 Topics in Stochastic Differential Equations**

by

**Daniel W. Stroock**-

**Tata Institute of Fundamental Research**

The author's purpose in these lectures was to provide some insight into the properties of solutions to stochastic differential equations. In order to read these notes, one need only know the basic Ito theory of stochastic integrals.

(

**9725**views)

**Stochastic Differential Equations: Models and Numerics**

by

**Anders Szepessy, et al.**-

**KTH**

The goal of this course is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and finance. Typically, these problems require numerical methods to obtain a solution.

(

**7593**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.

(

**14950**views)

**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.

(

**16936**views)