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, 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

Institute

Course dates

DayTimeDateLocationDescription
Thu16:30 - 18:0009.10.2008 - 31.01.2009Sem.R. DA grün 06A TEICHMANN
Start-Seminar: Geometry of stochastic differential equations - Single appointments
DayDateTimeLocationDescription
Thu09.10.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu16.10.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu23.10.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu30.10.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu06.11.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu13.11.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu20.11.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu27.11.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu04.12.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu11.12.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu18.12.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu25.12.200816:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu01.01.200916:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu08.01.200916:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu15.01.200916:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu22.01.200916:30 - 18:00Sem.R. DA grün 06A TEICHMANN
Thu29.01.200916:30 - 18:00Sem.R. DA grün 06A TEICHMANN

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Language

German