Factorization method for stochastic convolutions;
Girsanov transform on infinite dimensional state spaces;
introduction to operator semigroups; introduction to generalized Dirichlet forms;
introduction to the Malliavin calculus;
introduction to nonlinear Fokker-Planck-Kolmogorov equations.
Frequency | Weekday | Time | Format / Place | Period |
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The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
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Studieren ab 50 |
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