105.102 AKANA Stochastic analysis
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2009S, 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

  • Tappe, Stefan

Institute

Course dates

DayTimeDateLocationDescription
Wed09:00 - 11:3004.03.2009 - 30.06.2009EI 5 Hochenegg HS TAPPE
AKANA Stochastic analysis - Single appointments
DayDateTimeLocationDescription
Wed04.03.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed11.03.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed18.03.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed25.03.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed01.04.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed08.04.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed15.04.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed22.04.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed29.04.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed06.05.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed13.05.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed20.05.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed27.05.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed03.06.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed10.06.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed17.06.200909:00 - 11:30EI 5 Hochenegg HS TAPPE
Wed24.06.200909:00 - 11:30EI 5 Hochenegg HS TAPPE

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Accompanying courses

Language

German