Math 2227: PDE's and Diffusions

World Wide Web: http://www.math.uchicago.edu:/~ryzhik

TTh 9:30 - 10:45AM 380-380X.

Instructor: Lenya Ryzhik

Office: 380-383Y

Office Hours: T 11am-12:30pm and by appointment.

Office Phone: 650-721-2113

e-mail: ryzhik@math.uchicago.edu

Course Assistant: Kamil Szczegot

Office: 380-380M

Office Hours: Tuesday, Wednesday 5:30-7:00pm and by appointment.

e-mail: kamil"at"math.stanford.edu

Course Structure:

Textbooks: L.C. Evans, "Partial Differential Equations", W, Strauss, "Partial Differential Equations: An Introduction"; R. Bass, "Probabilistic Techniques in Analysis"; R. Bass "Diffusions and Elliptic Operators", Q. Han and F. Lin, "Elliptic Partial Differential Equations".

There will be a final. Homeworks will be due weekly.

Lecture notes by Jim Nolen
Lecture on the Brownian motion