105.104 Start-Seminar: Geometry of stochastic differential equations

2006W, SE, 2.0h, 2.0EC

Properties

  • Semester hours: 2.0
  • Credits: 2.0
  • Type: SE Seminar

Aim of course

Introduction to recent research work in the theory of stochastic differential equations with geometric emphasis.

Subject of course

Malliavin Calculus, Jump-processes, numerical methods with probabilistic background, Cubature Methods, Theory of rough paths, Stochastic partial differential equations, Applications to financial mathematics

Additional information

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu16:30 - 18:0005.10.2006 - 31.01.2007Sem.R. DA grün 06A TEICHMANN
Start-Seminar: Geometry of stochastic differential equations - Single appointments
DayDateTimeLocationDescription
Thu05.10.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu12.10.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu19.10.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu26.10.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu02.11.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu09.11.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu16.11.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu23.11.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu30.11.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu07.12.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu14.12.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu21.12.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu28.12.200616:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu04.01.200716:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu11.01.200716:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu18.01.200716:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu25.01.200716:30 - 18:00Sem.R. DA grün 06A TEICHMANN

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Language

German