Syllabus
1. Cylindrical H-valued Brownian motion, cylindrical measures, Gaussian measures in Hilbert spaces
2. Strongly continuous semigroups
3. Stochastic integral in Hilbert spaces
4. Stochastic convolution integrals and linear equations in Hilbert spaces
5. Semilinear SEEs and some remarks on large time behaviour od solutions
Annotation
The subject aims at extending the knowledge of students so that they would be able to work independently on the field of stochastic differential equations. The emphasis is put on the presentation of the theory of stochastic evolution equations, in particular, on the semigroup approach to stochastic differential equations in Hilbert spaces and differences between this theory and the classical approach to (finite-dimensional) stochastic differential equations. For PhD students.