Peter HC Pang: Minicourse, The stochastic compactness method in SPDEs

This is the first lecture in the minicourse, see https://www.mittag-leffler.se/activities/order-and-randomness-in-partial-differential-equations/#seminars for the rest of the schedule.

Abstract:

My goal in these lectures will be to survey a small “stochastic toolbox” of common echniques that are used in the analysis of stochastic partial differential equations (SPDEs).

 A focus of the lectures will be applications of the Skorokhod theorem and its variants to the existence of solutions to fluid-type SPDEs with transport noise. If time permits, I shall like to discuss some echniques pertaining to invariant measures of dynamical systems defined by SPDEs.