Minicourse w. Peter HC Pang: The stochastic compactness method in SPDEs

Date: 2023-11-23

Time: 14:00 - 15:00

Zoom link:


Peter HC Pang, University of Oslo


My goal in these lectures will be to survey a small “stochastic toolbox” of common echniques that are used in the analysis of stochastic partial differential equations (SPDEs).

 A focus of the lectures will be applications of the Skorokhod theorem and its variants to the existence of solutions to fluid-type SPDEs with transport noise. If time permits, I shall like to discuss some echniques pertaining to invariant measures of dynamical systems defined by SPDEs.