MPS-misc 1998-6
October 1998

Concentrated Advanced Course on Stochastic Partial Differential Equations

Exercises and Solutions

by:

Fred Espen Benth

Abstract

In September 1998 Professor Helge Holden gave an advanced course on stochastic partial differential equations at the Centre for Mathematical Physics and Stochastics (MaPhySto). The course consisted of lectures and tutorial classes. This note contains the exercises with suggested solutions discussed in the classes. Notations and necessary theoretical background to understand the exercises can be found in the monograph, [HØUZ]. All references to exercises, equations, theorems etc. below are from [HØUZ]. We have included an annotated list of references which is recommended for the ones interested in White Noise Analysis and its applications.

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