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105.104
Start-Seminar: Geometry of stochastic differential equations
2008W
2007W
2006W
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
Teichmann, Josef
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Thu
16:30 - 18:00
05.10.2006 - 31.01.2007
Sem.R. DA grün 06A
TEICHMANN
Show single appointments
Start-Seminar: Geometry of stochastic differential equations - Single appointments
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Day
Date
Time
Location
Description
Thu
05.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
12.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
19.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
26.10.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
02.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
09.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
16.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
23.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
30.11.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
07.12.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
14.12.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
21.12.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
28.12.2006
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
04.01.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
11.01.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
18.01.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
25.01.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
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1
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Literature
No lecture notes are available.
Language
German