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105.102
AKANA Stochastic analysis
2012S
2011S
2010S
2009S
2008S
2007S
2008S, 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
Teichmann, Josef
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Wed
09:00 - 11:30
05.03.2008 - 30.06.2008
EI 5 Hochenegg HS
TEICHMANN
Show single appointments
AKANA Stochastic analysis - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Wed
05.03.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
12.03.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
19.03.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
26.03.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
02.04.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
09.04.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
16.04.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
23.04.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
30.04.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
07.05.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
14.05.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
21.05.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
28.05.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
04.06.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
11.06.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
18.06.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
Wed
25.06.2008
09:00 - 11:30
EI 5 Hochenegg HS
TEICHMANN
F
P
1
N
E
Examination modalities
Oral exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
No lecture notes are available.
Accompanying courses
105.103 UE AKANA Stochastic analysis
Language
German