Institute for applied mathematics
No title

Institute for Applied MathematicsSS18

Dr. Baris Evren Ugurcan

S4F2 – Graduate Seminar in Stochastic Analysis

Stochastic PDEs and

Kolmogorov Equations

Picture courtesy of S. Sheffield.

In this graduate seminar, we will be focusing on Stochastic PDEs. The seminar will be self-contained as we will start by covering the background material in the introductory chapters in Da Prato's book “Kolmogorov Equations for Stochastic PDEs”. After that, our plan is to get to various types of SPDEs with different types of nonlinearity. Among the ones we want to consider there are reaction-diffusion equations, stochastic Burgers and Navier-Stokes (2d) equations, mostly as covered in Da Prato's book. Later, we will get to stochastic hyperbolic PDEs, as covered in Chow's SPDE book. The pace will be gentle and the talks are planned to focus on understanding the details and ideas of the main arguments in the field. Discussions and questions will be encouraged during the seminars.

Preliminary meeting

N0.008, 24 January 2018, 12:15-14.


Wednesdays, 12:15 to 14:15.


Basic functional analysis, basic knowledge of stochastic calculus (e.g. Ito formula and martingale inequalities).


Giuseppe Da Prato. Kolmogorov Equations for Stochastic PDEs. Birkhäuser, 2005.

Pao-Liu Chow. Stochastic Partial Differential Equations. Chapman and Hall, 2007.


Frau Dr. Martina Vera Baar erhält den Hausdorff-Gedächtnispreis für die beste Dissertation des akademischen Jahres 2016/17 (Betreuer: Prof. Dr. A. Bovier, IAM). (Pressemitteilung, 24.01.2018)

Prof. Dr. S. Müller erhält den diesjährigen Lehrpreis der Universität Bonn (07.07.17).

Prof. Dr. Michael Ortiz kommt als Bonn Research Chair ans IAM (Pressemitteilung, 29.7.2016).

Prof. Dr. S. Conti erhält den diesjährigen Lehrpreis der Universität Bonn (05.07.2016).

Prof. Dr. Karl-Theodor Sturm, Koordinator des Hausdorff Zentrums für Mathematik an der Universität Bonn, erhält für seine eigene Forschung einen begehrten Advanced Grant des Europäischen Forschungsrats (ERC). (Pressemitteilung 21.04.2016)


Managing Director: Prof. Dr. Anton Bovier
Chief Administrator: Dr. B. Doerffel

Mailing address

Institute for Applied Mathematics
University of Bonn
Endenicher Allee 60
D-53115 Bonn / Germany