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105.104
Start-Seminar: Geometry of stochastic differential equations
2008W
2007W
2006W
2007W, 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
04.10.2007 - 02.02.2008
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
04.10.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
11.10.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
18.10.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
25.10.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
01.11.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
08.11.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
15.11.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
22.11.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
29.11.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
06.12.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
13.12.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
20.12.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
27.12.2007
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
03.01.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
10.01.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
17.01.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
24.01.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
31.01.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
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P
1
N
E
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Not necessary
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Literature
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Language
German