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.

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

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.

Oral exam