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Instructor: |
Tadahiro Oh |
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Course information:
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click here
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References:
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P. Friz, N. Victoir,
Multidimensional stochastic processes as rough paths
(you will need to login to get an institutional access).
Errata
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P. Friz, M. Hairer,
A course on rough paths.
Errata
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F. Baudoin's lectures:
Click here.
Also,
lecture note
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H. Koch's lecture note:
Nonlinear dispersive equations.
See Section 4 on pp.28-52.
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M. Gubinelli's course:
Click here.
You can find lecture notes at the bottom.
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Lecture note:
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Lec 1,
Lec 2,
Lec 3,
Lec 4,
Lec 5,
Lec 6,
Lec 7,
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Lectures 1 - 7
(all PDF files of hand-written lecture notes put together)
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Due to the pandemic, this course was unfinished.
The relevant materials (solving RDEs, RPDEs, etc.) can be found in the second half of the 2022 course:
Stochastic PDEs with multiplicative noises (see, in particular, Lec 13 - 14)
