105.102 AKANA Stochastic analysis

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

Institute

Course dates

DayTimeDateLocationDescription
Wed09:00 - 11:3005.03.2008 - 30.06.2008EI 5 Hochenegg HS TEICHMANN
AKANA Stochastic analysis - Single appointments
DayDateTimeLocationDescription
Wed05.03.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed12.03.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed19.03.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed26.03.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed02.04.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed09.04.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed16.04.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed23.04.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed30.04.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed07.05.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed14.05.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed21.05.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed28.05.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed04.06.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed11.06.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed18.06.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN
Wed25.06.200809:00 - 11:30EI 5 Hochenegg HS TEICHMANN

Examination modalities

Oral exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Accompanying courses

Language

German