ISem26

Dear Participants,

Lecture 12 is uploaded to the web page and you can download it by clicking on the PDF link

https://www.mat.tuhh.de/veranstaltungen/isem26/_media/lecture12.pdf

As already anounced last week, in this short lecture we continue Chapter 10 on stochastic completeness. As we have seen last week, we can study the heat equation for merely bounded data. One particular bounded initial data is the function 1. The behaviour of the corresponding solution provides a stochastic interpretation which will be exploited first. We also take a look at the Poisson equation for bounded data and its relation to stochastic completeness.

We kindly ask the team of Chemnitz to provide solutions to the exercises for this lecture.

With the best regards,

your virtual lecturers.