Inhalt: "Stochastics IV: Interacting particles and (stochastic) PDEs"

• Continuous time Markov chains: characterization and construction;
• Martingale problems;
• Invariant measures;
• Simple exclusion and zero range processes;
• Tightness on Skorokhod space;
• Hydrodynamic limits;
• Fluctuation results;
• Local equilibrium, entropy methods

Literature:

• Kipnis, Landim: Scaling Limits of Interacting Particle Systems, Springer, 1999
• Further literature will be announced during the lecture, and there will also be lecture notes made available in Whiteboard.