18.S998 Spring 2023

Stochastic analysis, with an emphasis on its application to partial differential equations, will be the topic
presented in this course.  The lectures will be based on the material in my book

Elements of Stochastic Calculus and Analysis, ISBN 978-3-319-77037-6, Springer-Verlag CRM Short Courses.

A growing list of errata can be found at stochaerrata.pdf

My MIT office is 2-380, but I am seldom there.  Thus, if you want to meet with me outside of class, I would prefer
that you either arrange a meeting at the beginning or end of class or that you set one up by sending me an email to
dws@math.mit.edu

This notes is a link to sum notes about material related to the course