Content: The first aim of the course is to introduce Gaussian measures in Hilbert spaces and then on more general Banach spaces. Later we will use the insights we gained to construct invariant measures for some linear and nonlinear PDEs.

Detailed Information can be found on the Homepage of “19234701 Invariant measures for PDEs"

Literature will be given at the beginning of the course or can be found on the Homepage.

Prerequisites: Some knowledge of Probability and Functional Analysis