Short Course: Stochastic Compactness and SPDEs

Short Course: Stochastic Compactness and SPDEs

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                                  Speaker: Martina Hofmanova, University of Bielefeld


Dates: February 11th – 13th, 2020.

Venue: FAU Erlangen, Cauerstraße 11, 91058 Erlangen, Germany.

How to get there:


This lecture series will focus on construction of probabilistically weak solutions to SDEs and SPDEs. At the core will be a simplified version of the stochastic compactness method based on the Skorokhod representation theorem. It provides a rather general and flexible tool with a wide range of applicability to different models. As an example, I will discuss the stochastic mean curvature flow for graphs, a quasilinear degenerate parabolic SPDE with an interesting structure.


Tuesday, Feb. 11th

Time Room
10.00 – 11.45 Lecture H13 – Johann-Radon-Hörsaal
13.45 – 14.45 Tutorial Übung 2 / 01.251-128
15.15 – 16.15 Lecture H13 – Johann-Radon-Hörsaal

Wednesday, Feb. 12th

Time Room
09.30 – 11.15 Lecture H13 – Johann-Radon-Hörsaal
13.15 – 14.15 Tutorial Übung 2 / 01.251-128
15.00 – 16.00 Lecture H13 – Johann-Radon-Hörsaal

Thursday, Feb. 13th

Time Room
9.30 – 10.30 Lecture H13 – Johann-Radon-Hörsaal
10.45 – 11.30 Tutorial Übung 2 / 01.251-128


Registration and Accommodation:
  • Deadline for registrations: January 26th, 2020.
  • Participants are asked to organize their accommodation in Erlangen individually (the short course starts on February 11th at 10 o’clock).

Limited support is available for young scientists.
Please apply (including CV) via the contact form below or directly by mail to

This short course is supported by the DFG Research Training Group 2339 „Interfaces, Complex Structures, and Singular Limits in Continuum Mechanics – Analysis and Numerics“.

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