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- Author:
-
Delft University Opencourseware
- Subject:
- Mathematics and Statistics
- Institution Name:
- Delft University of Technology
- Collection:
-
Delft University OpenCourseWare
- Grade Level:
- Post-secondary
- Abstract:
The lectures are at a beginning graduate level and assume only basic familiarity with Functional Analysis and Probability Theory. Topics covered include:
Random variables in Banach spaces: Gaussian random variables, contraction principles, Kahane-Khintchine inequality, Anderson’s inequality.
Stochastic integration in Banach spaces I: γ-Radonifying operators, γ-boundedness, Brownian motion, Wiener stochastic integral.
Stochastic evolution equations I: Linear stochastic evolution equations: existence and uniqueness, Hölder regularity.
Stochastic integral in Banach spaces II: UMD spaces, decoupling inequalities, Itô stochastic integral.
Stochastic evolution equations II: Nonlinear stochastic evolution equations: existence and uniqueness, Hölder regularity.
- Languages:
- English
- Material Type:
- Full Course, Lecture Notes
- Media Format:
- Graphics/Photos, Text/HTML, Downloadable docs
- Conditions of Use:
-
Creative Commons Attribution-Noncommercial-Share Alike 3.0
No restrictions on your remixing, redistributing, or making derivative works.
Give credit to the author, as required.
Your remixing, redistributing, or making derivatives works comes with some
restrictions, including how it is shared.
Your redistributing comes with some restrictions. Do not remix or make
derivative works.
Copyrighted materials, available under Fair Use and the TEACH Act for US-based
educators, or other custom arrangements. Go to the resource provider to see
their individual restrictions.
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