Concise Course on Stochastic Partial Differential Equations

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the "e;martingale measure approach"e;, the "e;mild solution approach"e; and the "e;variational approach"e;. The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "e;variational approach"e;. A large part of necessary background material is included in appendices.