241428 Selected Topics from Stochastic Analysis (V) (SoSe 2018)
Contents, comment
-
Topics include:
(1) Girsanov Transform on Hilbert space;
(2) Introduction to the Theory of Generalized Dirichlet Forms;
(3) Introduction to Fokker-Planck-Kolmogorov Equations.Prerequisites: Functional Analysis, Stochastic Analysis, Stochastics,
Differential Equations.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mi | 12-14 | E1-148 | 09.04.-20.07.2018
not on: 4/11/18 / 5/2/18 / 5/16/18 / 5/30/18 / 6/20/18 / 7/4/18 / 7/11/18 / 7/18/18 |
|
| one-time | Fr | 12-14 | U2-147 | 20.04.2018 | |
| one-time | Di | 12-14 | V3-201 | 24.04.2018 | |
| one-time | Di | 12-14 | V3-201 | 08.05.2018 | |
| one-time | Do | 12-14 | X-E0-204 | 24.05.2018 | |
| one-time | Fr | 12-14 | V3-201 | 25.05.2018 | |
| one-time | Fr | 12-14 | V3-201 | 08.06.2018 | |
| one-time | Di | 12-14 | V3-201 | 12.06.2018 | |
| one-time | Di | 12-14 | V3-201 | 26.06.2018 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-M-P1 Profile Module 1 Profilierung 1 | Profilierungsvorlesung (mit Übung) - Typ 3 | Student information | |
| 24-M-P2 Profile Module 2 Profilierung 2 | Profilierungsvorlesung (mit Übungen) - Typ 3 | Student information | |
| 24-M-PWM Profile Module Economic Mathematics Profilierung Wirtschaftsmathematik | Profilierungsvorlesung (mit Übung) -Typ 3 | Study requirement
|
Student information |
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 | |
|---|---|---|---|---|---|---|---|
| Bielefeld Graduate School in Theoretical Sciences / Promotion | |||||||
| Mathematik / Promotion | Subject-specific qualification | 2 | aktive Teilnahme oder unbenotete Einzelleistung |
No more requirements
No eLearning offering available
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- Last update basic details/teaching staff:
- Friday, January 12, 2018
- Last update times:
- Friday, May 4, 2018
- Last update rooms:
- Friday, May 4, 2018
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Mathematics
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