Institute for applied mathematics
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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.


Den Hausdorff Memorial Prize für die beste PhD-Arbeit 2018 der Fachgruppe Mathematik erhielt Frau Eva Kopfer aus der Stochastischen Analysis (Prof. Dr. T. Sturm). (26.01.2019)

Einen der BMG-Bachelor-Preise 2018 für die beste Bachelor-Arbeit hat Herr Adrian Riekert für seine Arbeit "Statistical Mechanics of a Two-Dimensional Inviscid Fluid" bei Prof. Dr. M. Gubinelli erhalten. (23.01.2019)

Frau Dr. Antje Kiesel hat mit zwei weiteren Partnern einen Lehr-Sonderpreis der Fakultät 2018 für das e-learning Projekt "Fit4Math" erhalten.

The Department of Mathematics and the Hausdorff Center for Mathematics of the University of Bonn mourn over Prof. Dr. Kazumasa Kuwada. (more)

The Universidad Politécnica de Madrid (UPM) has awarded Professor Michael Ortiz a Doctorate Honoris Causa (honorary doctorate). (10.12.2018)

Prof. Stefan Müller has been elected as Fellow of the European Academy of Sciences (15.10.2018).

Prof. Sergio Albeverio was awarded on 28/09/2018 the title Doctor Honoris Causa
at the Dept. of Mathematics, Stockholm University. (08.10.2018)


Managing Director: Prof. Dr. Massimiliano Gubinelli
Chief Administrator: Dr. B. Doerffel
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Mailing address

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