101.753 AKANA Stochastic processes and stochastic differential equations
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2018W, VO, 3.0h, 4.5EC

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VO Lecture

Aim of course

The aim of this course is to develop the fundamentals of stochastic calculus and to present the existence theory for stochastic differential equations.

Subject of course

Probability and measure, Lebesgue integration, Random variables, Discrete time stochastic processes, Brownian motion, Ito calculus, Stochastic differential equations.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue10:00 - 11:3009.10.2018 - 18.12.2018 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed11:30 - 13:0010.10.2018 - 19.12.2018 Sem.R. DA grün 06B101.753 Prof. Dhariwal
AKANA Stochastic processes and stochastic differential equations - Single appointments
DayDateTimeLocationDescription
Tue09.10.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed10.10.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue16.10.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed17.10.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue23.10.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed24.10.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue30.10.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed31.10.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue06.11.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed07.11.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue13.11.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed14.11.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue20.11.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed21.11.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue27.11.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed28.11.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue04.12.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed05.12.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Tue11.12.201810:00 - 11:30 Sem.R. DA grün 06B101.753 Prof. Dhariwal
Wed12.12.201811:30 - 13:00 Sem.R. DA grün 06B101.753 Prof. Dhariwal

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Language

English