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105.104
Start-Seminar: Geometry of stochastic differential equations
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
2008W
2007W
2006W
2008W, SE, 2.0h, 3.0EC
Properties
Semester hours: 2.0
Credits: 3.0
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
09.10.2008 - 31.01.2009
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
09.10.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
16.10.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
23.10.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
30.10.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
06.11.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
13.11.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
20.11.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
27.11.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
04.12.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
11.12.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
18.12.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
25.12.2008
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
01.01.2009
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
08.01.2009
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
15.01.2009
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
22.01.2009
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
Thu
29.01.2009
16:30 - 18:00
Sem.R. DA grün 06A
TEICHMANN
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P
1
N
E
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
066 400 Mathematics
Not specified
066 401 Statistics
Not specified
066 402 Mathematics in Science and Technology
Not specified
066 403 Mathematics in Economics
Not specified
066 404 Mathematics in Computer Science
Not specified
066 405 Financial and Actuarial Mathematics
Not specified
066 415 Actuarial Mathematics
Not specified
860 Technical Mathematics
Not specified
864 Mathematics for Natural Sciences
Not specified
866 Economic Mathematics
Not specified
867 Statistics
Not specified
869 Mathematics in Computer Science
Not specified
873 Finance and Actuarial Mathematics
Not specified
Literature
No lecture notes are available.
Language
German