Universität Duisburg-Essen
Fakultät für Mathematik, Campus Essen
Anita Winter

19. Oktober 2013

Seminar (2SWS)
Winter Semester 2013/14
Wednesday, 14.15-15.45; WSC-S-U-3.03

Stochastic Partial Differential Equations


Content:

  1. 23.10.2013; 2. SDE in Rd, Johannes Fiedler
  2. 30.10.2013; no talk because of extended faculty meeting
  3. 06.11.2013; no talk because of SFB-meeting/Workshop
  4. 13.11.2013; 3. Ornstein-Uhlenbeck Process, Aleksandra Zimmermann
  5. 20.11.2013; 4. White Noise, Tim Schönberger
  6. 27.11.2013; 5. Law on path space, Brownian motion and Brownian bridge, Wolfgang Löhr
  7. 04.12.2013; 6. Stochastic Heat Equation, Anton Klimovsky
  8. 11.12.2013; 7. Martingale Measures, Roland Meizis
  9. 18.12.2013; 8. Non-linear SPDE, Petra Wittbold
  10. 08.01.2014; 9. Ergodic Theory, Anita Winter
  11. 15.01.2013; 10./11. Uniqueness and Existence Results, NN
  12. 23.01.2013; 12. Differentiability properties of the transition semigroup, NN
  13. 30.01.2013; 13./14. Explicit invariant measures for gradient systems + Bismuth formula and strong Markov property, NN
  14. 07.02.2013; 15. Dirichlet forms, 16./17. Examples and back to SPDE, NN


What should I know if I want to participate?
The Seminar is offered as part of the Master Program in Mathematics. Nevertheless, if you are interested in the topic but you are not a master student yet you are very welcome to participate and contribute anyway with a presentation. Preknowledge in probability theory and stochastic processes are of great advantage. Don't hesitate to send me an e-mail for more information:

anita(dot)winter `at' due(dot)de

Literature: