Title: Introduction to SPDEs - the variational approach I (starts 9.00 sharp)
Abstract: Recently I got again interested in stochastic partial differential equations (SPDEs). There are several approaches analyzing SPDEs. I will give an introduction to the so-called variational approach following the book of Liu and Röckner "Stochastic Partial Differential Equations: An Introduction". This approach interprets an SPDE as an infinite dimensional SDE in suitable Banach of Hilbert spaces. My aim is to explain the definition of a solution, present the conditions under which existence and uniqueness of solutions holds, as well as the main tool for its proof, a version of Ito's formula.
