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 |