Introduction to stochastic partial differential equations
Paper in proceeding, 2008

We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of Ito type. This is then used together with semigroup theory to obtain existence and uniqueness of weak solutions of linear and semilinear stochastic evolution problems in Hilbert space. Finally, this abstract theory is applied to the linear heat and wave equations driven by additive noise.


Mihaly Kovacs

University of Gothenburg

Chalmers, Mathematical Sciences, Mathematics

Stig Larsson

Chalmers, Mathematical Sciences, Mathematics

University of Gothenburg

Publications of the ICMCS

Vol. 4 159-232
978-37246-3-0 (ISBN)

Subject Categories

Computational Mathematics


Basic sciences



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