A CONCISE COURSE ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the martingale measure approach, the mild solution approach and the variational approach. The purpose of these notes is to give a concise and as self-contained as possible an introduction to the variational approach. A large part of necessary background material is included in appendices.