# 105.738 AKFVM AKWTH Fractional deterministic and stochastic calculus Diese Lehrveranstaltung ist in allen zugeordneten Curricula Teil der STEOP.\$(function(){PrimeFaces.cw("Tooltip","widget_j_id_20",{id:"j_id_20",showEffect:"fade",hideEffect:"fade",target:"isAllSteop"});});Diese Lehrveranstaltung ist in mindestens einem zugeordneten Curriculum Teil der STEOP.\$(function(){PrimeFaces.cw("Tooltip","widget_j_id_22",{id:"j_id_22",showEffect:"fade",hideEffect:"fade",target:"isAnySteop"});}); 2022S

2022S, VO, 2.0h, 3.0EC

## Merkmale

• Semesterwochenstunden: 2.0
• ECTS: 3.0
• Typ: VO Vorlesung
• Format der Abhaltung: Präsenz

## Lernergebnisse

Nach positiver Absolvierung der Lehrveranstaltung sind Studierende in der Lage...

After successful completion of the course, students are able to...

1. explain and apply the basics of fractional calculus and fractional stochastic calculus:
1.1. fractional integrals and derivatives,
1.2. equations with fractional operators,
1.3. fractional Malliavin calculus,
1.4. fractional stochastic processes,
1.5. fractional stochastic differential equations,
1.6. statistics of fractional processes.
2. construct models with fractional elements applicable in electronic systems, economics, financial mathematics and other fields.

## Inhalt der Lehrveranstaltung

Basic elements of fractional calculus, stochastic fractional calculus and stochastic  fractional processes including statistics of fractional processes, fractional equations and fractional stochastic differential equations.

## Methoden

Presentation and derivation of the results by the lecturer on the blackboard and on the slides, self-study of the lecture notes.

Active participation in the accompanying exercises is strongly recommended; numerous exercises and examples are included in the slides.

Mündlich

Oral exam

## LVA-Anmeldung

Von Bis Abmeldung bis
01.01.2022 00:00 31.05.2022 23:59 31.03.2022 23:59

## Curricula

StudienkennzahlSemesterAnm.Bed.Info
860 GW Gebundene Wahlfächer - Technische Mathematik

## Literatur

Es wird kein Skriptum zur Lehrveranstaltung angeboten.

Englisch