Mini graduate course in stochastic maximal regularity, 23-24 November 2018

This mini course will introduce a method in parabolic stochastic PDE, based on techniques and concepts from harmonic analysis and operator theory. The method was developed in 2012 by van Neerven, Veraar, Weis, and has been rapidly gaining popularity.

The course will give a summary of the method in the spirit of Hugh McCarthy's Honours thesis, available on my supervision page. Hugh's thesis is the best document to read to prepare for the course.

Actual notes for the course are available here: Notes

This minicourse precedes the Workshop in Stochastic Analysis, to be held from the 26 - 30 November 2018.  

Prerequisites for the course will be some functional analysis (including Hahn-Banach theorem, and weak topologies in Banach spaces), and knowledge of probability (including Ito integral). The course will be taught by Pierre Portal (an early adopter of the method).

To make the most of the mini-course, and understand at least the first 1/3 of each talk at the workshop, you need to be fairly familiar with the material contained in (the first half of) books such as:

Advanced knowledge at the level of books such as

would guarantee that you can completely follow the mini-course, and almost all of the workshop talks.

Schedule

Friday 23 November                                                                                          

 9 - 9:30am   Arrival tea & coffee

 10 - 12pm    PDE and SPDE as ODE and SDE in Banach spaces

  2 - 4pm       Stochastic integration in Banach spaces                          

 
Saturday 24 November  

 9 - 9:30am   Arrival tea & coffee

 10 - 12pm    Van Neerven-Veraar-Weis maximal regularity theorem for abstract parabolic SPDE

    2 - 4pm     Applications to concrete SPDE, inc. stochastic Navier-Stokes equations

                     

 

Funding:

The event is part of the AMSI funded Special Year in Analysis. Consequently, students from AMSI institutions can apply for AMSI travel support through their institution.

Organiser:

Pierre Portal (Analysis & Geometry, MSI, Australian National University)