Speaker
Peter HC Pang, University of Oslo
Abstract
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.