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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
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
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Wed
09:00 - 10:30
03.03.2010 - 30.06.2010
EI 1 Petritsch HS
KAZIANKA
Thu
08:30 - 09:15
11.03.2010 - 22.04.2010
FH Hörsaal 2
KAZIANKA
Thu
08:30 - 09:15
29.04.2010
EI 9 Hlawka HS - ETIT
KAZIANKA
Thu
08:30 - 09:15
06.05.2010 - 30.06.2010
FH Hörsaal 2
KAZIANKA
Show single appointments
AKANA Stochastic analysis - Single appointments
F
P
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Day
Date
Time
Location
Description
Wed
03.03.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Wed
10.03.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
11.03.2010
08:30 - 09:15
FH Hörsaal 2
KAZIANKA
Wed
17.03.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
18.03.2010
08:30 - 09:15
FH Hörsaal 2
KAZIANKA
Wed
24.03.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
25.03.2010
08:30 - 09:15
FH Hörsaal 2
KAZIANKA
Wed
31.03.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
01.04.2010
08:30 - 09:15
FH Hörsaal 2
KAZIANKA
Wed
07.04.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
08.04.2010
08:30 - 09:15
FH Hörsaal 2
KAZIANKA
Wed
14.04.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
15.04.2010
08:30 - 09:15
FH Hörsaal 2
KAZIANKA
Wed
21.04.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
22.04.2010
08:30 - 09:15
FH Hörsaal 2
KAZIANKA
Wed
28.04.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
29.04.2010
08:30 - 09:15
EI 9 Hlawka HS - ETIT
KAZIANKA
Wed
05.05.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
Thu
06.05.2010
08:30 - 09:15
FH Hörsaal 2
KAZIANKA
Wed
12.05.2010
09:00 - 10:30
EI 1 Petritsch HS
KAZIANKA
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P
1
2
N
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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
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