Lectures on singular stochastic PDEs
Probability
2017-08-01 v2
Abstract
These are the notes for a course at the 18th Brazilian School of Probability held from August 3rd to 9th, 2014 in Mambucaba. The aim of the course is to introduce the basic problems of non--linear PDEs with stochastic and irregular terms. We explain how it is possible to handle them using two main techniques: the notion of energy solutions and that of paracontrolled distributions. In order to maintain a link with physical intuitions, we motivate such singular SPDEs via a homogenisation result for a diffusion in a random potential.
Cite
@article{arxiv.1502.00157,
title = {Lectures on singular stochastic PDEs},
author = {M. Gubinelli and N. Perkowski},
journal= {arXiv preprint arXiv:1502.00157},
year = {2017}
}
Comments
73 pages, 4 figures