Vorlesung + Übung: Stochastische Differentialgleichungen - Details
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Lehrveranstaltung wird online/digital abgehalten.

General information

Course name Vorlesung + Übung: Stochastische Differentialgleichungen
Subtitle (stochastic differential equation)
Semester WS 2020/21
Current number of participants 25
Home institute Nichtlineare Analysis
participating institutes Institut für Mathematik
Courses type Vorlesung + Übung in category Teaching
First date Mon., 02.11.2020 12:15 - 13:45
Pre-requisites Knowledge in Probability theory and measure theory.
Basic tools in stochastic processes will be summarized at the beginning the lecture.
Knowledge of ordinary differential equations helps, but is not required.
Performance record Oral exam
Online/Digitale Veranstaltung Veranstaltung wird online/digital abgehalten.
Hauptunterrichtssprache englisch
Literaturhinweise see the information page
ECTS points 9

Course location / Course dates

n.a. Monday: 12:15 - 13:45, weekly
Tuesday: 16:15 - 17:45, weekly
Thursday: 10:15 - 11:45, weekly
Friday: 12:15 - 13:45, weekly