702745 Einführung in die höhere Stochastik: Stochastische Analysis

Wintersemester 2016/2017 | Stand: 13.10.2016 LV auf Merkliste setzen
702745
Einführung in die höhere Stochastik: Stochastische Analysis
VO 2
4
wöch.
jährlich
Englisch

Graduates of this module understand the contents of the course and can apply them and use them. Moreover they have acquired a deepened understanding of the field of stochastic differential equations and numerical methods to solve them. They are able to analyze and solve typical problems of that domain independently.

The course offers an introduction to stochastic processes continuous in time, stochastic integration and stochastic differential equations. Topics include: Gaussian processes, Brownian motion, martingale theory, stochastic integration, Itô calculus and stochastic differential equations.

 

Lectures, homework, presentations on the blackboard or submission of a written report, single examination at the end of the course.

Lehrveranstaltungsprüfung gemäß § 7 Satzungsteil, Studienrechtliche Bestimmungen

Wird im Rahmen der ersten Lehrveranstaltung besprochen.

Basic courses in Stochastic. 

Language of instruction: English 

 

 

 

03.10.2016
Gruppe 0
Datum Uhrzeit Ort
Mo 03.10.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 10.10.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 17.10.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 24.10.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 31.10.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 07.11.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 14.11.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 21.11.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 28.11.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 05.12.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 12.12.2016
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 09.01.2017
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 16.01.2017
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 23.01.2017
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei
Mo 30.01.2017
14.15 - 16.00 Seminarraum Seminarraum Barrierefrei