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Stochastische partielle Differentialgleichungen
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Dieses essential bietet eine prgnante und gute verstndliche Einfhrung in die Theorie der stochastischen partiellen Differentialgleichungen. Wir werden die dafr bentigten mathematischen Hilfsmittel wie das Bochner-Integral, das It-Integral und die It-Formel kennenlernen. Anschlieend werden wir die relevanten Lsungskonzepte besprechen, Existenz- und Eindeutigkeitsresultate prsentieren und diese anhand von Anwendungsbeispielen erlutern.
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