|
|
|
||
Last update: T_KPMS (01.06.2016)
|
|
||
Last update: T_KPMS (06.05.2014)
Students will get acquainted with basics of the theory of stochastic evolution equations. As the basic method stochastic analysis in infinite dimensional state spaces is used. |
|
||
Last update: RNDr. Jitka Zichová, Dr. (29.10.2019)
Oral exam. |
|
||
Last update: T_KPMS (06.05.2014)
1. G. Da Prato, J. Zabczyk: Stochastic Equations in Infinite Dimensions, Cambridge Univ. Press, Cambridge, 1992 (1. Edition)
2. A. Pazy: Semigroups of Linear Operators and Applications to Partial Differential Equations, Springer-Verlag, 1983 (1. Edition)
3. I. Karatzas, S.E.Shreve: Brownian Motion and Stochastic Calculus, Springer-Verlag, 1988 (1. Edition) |
|
||
Last update: T_KPMS (06.05.2014)
Lecture. |
|
||
Last update: RNDr. Jitka Zichová, Dr. (29.10.2019)
Selected chapters from the theory of stochastic differential equations and stochastic evolution equations. |
|
||
Last update: T_KPMS (01.06.2016)
1. Cylindrical H-valued Brownian motion, cylindrical measures, Gaussian measures in Hilbert spaces 2. Strongly continuous semigroups 3. Stochastic integral in Hilbert spaces 4. Stochastic convolution integrals and linear equations in Hilbert spaces 5. Semilinear SEEs and some remarks on large time behaviour od solutions |