105.102 AKANA Stochastic analysis

2007S, VO, 3.0h, 4.5EC

Properties

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

Aim of course

Theory of stochastic partial differential equations with examples

Subject of course

Brownian Motion with values in infinite dimensional vector spaces, strongly continuous semi-groups, stochastic partial differential equations, mild-weak-strong solutions, existence and uniqueness of mild solutions, locally invariant sub-manifolds, Frobenius Theorem, term structure models, Examples from theoretical physics

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed09:00 - 11:3007.03.2007 - 29.06.2007 TEICHMANN
AKANA Stochastic analysis - Single appointments
DayDateTimeLocationDescription
Wed07.03.200709:00 - 11:30 TEICHMANN
Wed14.03.200709:00 - 11:30 TEICHMANN
Wed21.03.200709:00 - 11:30 TEICHMANN
Wed28.03.200709:00 - 11:30 TEICHMANN
Wed04.04.200709:00 - 11:30 TEICHMANN
Wed11.04.200709:00 - 11:30 TEICHMANN
Wed18.04.200709:00 - 11:30 TEICHMANN
Wed25.04.200709:00 - 11:30 TEICHMANN
Wed02.05.200709:00 - 11:30 TEICHMANN
Wed09.05.200709:00 - 11:30 TEICHMANN
Wed16.05.200709:00 - 11:30 TEICHMANN
Wed23.05.200709:00 - 11:30 TEICHMANN
Wed30.05.200709:00 - 11:30 TEICHMANN
Wed06.06.200709:00 - 11:30 TEICHMANN
Wed13.06.200709:00 - 11:30 TEICHMANN
Wed20.06.200709:00 - 11:30 TEICHMANN
Wed27.06.200709:00 - 11:30 TEICHMANN

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Accompanying courses

Language

German