Deutsch
Help
Login
Lectures
Courses
Academic Programs
Offered Theses
Application for studies
Mobility Services
roomTUlearn
Rooms
Booking Schedule
Student Support Services
Lehre
Forschung
Organisation
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.
2012S
2011S
2010S
2009S
2008S
2007S
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
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Wed
09:00 - 11:30
04.03.2009 - 30.06.2009
EI 5 Hochenegg HS
TAPPE
Show single appointments
AKANA Stochastic analysis - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Wed
04.03.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
11.03.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
18.03.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
25.03.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
01.04.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
08.04.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
15.04.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
22.04.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
29.04.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
06.05.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
13.05.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
20.05.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
27.05.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
03.06.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
10.06.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
17.06.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
Wed
24.06.2009
09:00 - 11:30
EI 5 Hochenegg HS
TAPPE
F
P
1
N
E
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
066 400 Mathematics
Mandatory
066 400 Mathematics
Mandatory
066 401 Statistics
Not specified
066 402 Mathematics in Science and Technology
Mandatory
2. Semester
066 402 Mathematics in Science and Technology
Mandatory
2. Semester
066 403 Mathematics in Economics
Not specified
066 404 Mathematics in Computer Science
Not specified
066 405 Financial and Actuarial Mathematics
Not specified
860 Technical Mathematics
Not specified
864 Mathematics for Natural Sciences
Not specified
866 Economic Mathematics
Not specified
867 Statistics
Not specified
869 Mathematics in Computer Science
Not specified
873 Finance and Actuarial Mathematics
Not specified
Literature
No lecture notes are available.
Accompanying courses
105.103 UE AKANA Stochastic analysis
Language
German