Title: Introduction to SPDEs - the variational approach II (starts 9.00 sharp)
Abstract:. I will continue with the 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 an existence and uniqueness result, as well as the main tool for its proof, a version of Ito's formula.
