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, VO, 3.0h, 5.0EC

Properties

  • Semester hours: 3.0
  • Credits: 5.0
  • 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

Institute

Course dates

DayTimeDateLocationDescription
Thu16:00 - 18:4508.03.2012FH Hörsaal 4 .
Thu14:00 - 16:4515.03.2012 - 28.06.2012FH Hörsaal 4 .
AKANA Stochastic analysis - Single appointments
DayDateTimeLocationDescription
Thu08.03.201216:00 - 18:45FH Hörsaal 4 .
Thu15.03.201214:00 - 16:45FH Hörsaal 4 .
Thu22.03.201214:00 - 16:45FH Hörsaal 4 .
Thu29.03.201214:00 - 16:45FH Hörsaal 4 .
Thu19.04.201214:00 - 16:45FH Hörsaal 4 .
Thu26.04.201214:00 - 16:45FH Hörsaal 4 .
Thu10.05.201214:00 - 16:45FH Hörsaal 4 .
Thu24.05.201214:00 - 16:45FH Hörsaal 4 .
Thu31.05.201214:00 - 16:45FH Hörsaal 4 .
Thu14.06.201214:00 - 16:45FH Hörsaal 4 .
Thu21.06.201214:00 - 16:45FH Hörsaal 4 .
Thu28.06.201214:00 - 16:45FH Hörsaal 4 .

Course registration

Begin End Deregistration end
24.02.2012 00:00 28.06.2012 23:55 28.06.2012 23:55

Curricula

Literature

No lecture notes are available.

Accompanying courses

Language

German