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.

2010S, 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

  • Kazianka, Hannes

Institute

Course dates

DayTimeDateLocationDescription
Wed09:00 - 10:3003.03.2010 - 30.06.2010EI 1 Petritsch HS KAZIANKA
Thu08:30 - 09:1511.03.2010 - 22.04.2010FH Hörsaal 2 KAZIANKA
Thu08:30 - 09:1529.04.2010EI 9 Hlawka HS - ETIT KAZIANKA
Thu08:30 - 09:1506.05.2010 - 30.06.2010FH Hörsaal 2 KAZIANKA
AKANA Stochastic analysis - Single appointments
DayDateTimeLocationDescription
Wed03.03.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Wed10.03.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu11.03.201008:30 - 09:15FH Hörsaal 2 KAZIANKA
Wed17.03.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu18.03.201008:30 - 09:15FH Hörsaal 2 KAZIANKA
Wed24.03.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu25.03.201008:30 - 09:15FH Hörsaal 2 KAZIANKA
Wed31.03.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu01.04.201008:30 - 09:15FH Hörsaal 2 KAZIANKA
Wed07.04.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu08.04.201008:30 - 09:15FH Hörsaal 2 KAZIANKA
Wed14.04.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu15.04.201008:30 - 09:15FH Hörsaal 2 KAZIANKA
Wed21.04.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu22.04.201008:30 - 09:15FH Hörsaal 2 KAZIANKA
Wed28.04.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu29.04.201008:30 - 09:15EI 9 Hlawka HS - ETIT KAZIANKA
Wed05.05.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA
Thu06.05.201008:30 - 09:15FH Hörsaal 2 KAZIANKA
Wed12.05.201009:00 - 10:30EI 1 Petritsch HS KAZIANKA

Examination modalities

oral exam oral exam on June, 30th and July, 5th; registration by email: secr@fam.tuwien.ac.at

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Accompanying courses

Language

German