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.

2011S, 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
Mon18:30 - 20:4507.03.2011 - 30.06.2011FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Wed18:30 - 20:4522.06.2011FH Hörsaal 2 AKANA Stochastische Analysis
AKANA Stochastic analysis - Single appointments
DayDateTimeLocationDescription
Mon07.03.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon14.03.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon21.03.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon28.03.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon04.04.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon11.04.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon18.04.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon25.04.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon02.05.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon09.05.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon16.05.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon23.05.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon30.05.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon06.06.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon13.06.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Mon20.06.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis
Wed22.06.201118:30 - 20:45FH Hörsaal 2 AKANA Stochastische Analysis
Mon27.06.201118:30 - 20:45FH Hörsaal 3 - MATH VO AKANA Stochastic Analysis

Course registration

Begin End Deregistration end
10.03.2011 00:00 30.06.2011 23:55 30.06.2011 23:55

Curricula

Literature

No lecture notes are available.

Language

German