702745 Einführung in die höhere Stochastik: Stochastische Analysis
Wintersemester 2016/2017 | Stand: 13.10.2016 | LV auf Merkliste setzenGraduates 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
- Fakultät für Mathematik, Informatik und Physik
Gruppe 0
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Datum | Uhrzeit | Ort | ||
Mo 03.10.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 10.10.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 17.10.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 24.10.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 31.10.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 07.11.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 14.11.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 21.11.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 28.11.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 05.12.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 12.12.2016
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 09.01.2017
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 16.01.2017
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 23.01.2017
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei | |
Mo 30.01.2017
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14.15 - 16.00 | Seminarraum Seminarraum | Barrierefrei |