241033 Wahrscheinlichkeitstheorie III: Stochastische Analysis (V) (WiSe 2012/2013)
Contents, comment
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Die Vorlesung ist Teil einer Spezialisierungssequenz, die im SoSe 12 mit einem Seminar fortgesetzt werden wird. Alle Interessierten sind jedoch willkommen. Voraussetzungen sind ausser den Grundvorlesungen: Analysis III, Wahrscheinlichkeitstheorie I und II.
Die VL wird bei Bedarf in englischer Sprache angeboten.
Requirements for participation, required level
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Master Mathematik (Studienmodell 2011) für Modul: 24-M-S2-ST, 24-MP1 u. 24-MP2
Master Wirtschaftsmatik (Studienmodell 2011) für Modul: 24-M-S3-SO u. 24-M-PWM
Bibliography
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Bernt Øksendal,
Stochastic Differential Equations,
Springer,
Corr. 5th printing of the 6th ed., 2010.For additional references, please see the corresponding shelf in the library.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Di | 8-10 | R2-155 | 08.10.2012-01.02.2013
not on: 12/25/12 / 1/1/13 |
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| weekly | Mi | 8-10 | H9 | 08.10.2012-01.02.2013
not on: 12/26/12 / 1/2/13 |
|
| one-time | Fr | 8-10 | U2-135 | 11.01.2013 | |
| one-time | Fr | 8-10 | U2-135 | 18.01.2013 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-M-P1 Profile Module 1 Profilierung 1 | Profilierungsvorlesung (mit Übung) - Typ 1 | Student information | |
| - | Graded examination | Student information | |
| 24-M-P2 Profile Module 2 Profilierung 2 | Profilierungsvorlesung (mit Übungen) - Typ 1 | Student information | |
| 24-M-PWM Profile Module Economic Mathematics Profilierung Wirtschaftsmathematik | Profilierungsvorlesung (mit Übung) - Typ 1 | Student information | |
| - | Graded examination | Student information | |
| 24-M-S2-SO Spezialisation Courses in Stochastics and Optimisation Spezialisierung 2 - Stochastik und Optimierung | Masterkurs 2 Stochastik / Optimierung - Variante 1 | Student information | |
| - | Graded examination | Student information | |
| 24-M-S2-ST Spezialization Courses in Stochastics Spezialisierung 2 - Stochastik | Masterkurs 2 Stochastik - Variante 1 | Student information | |
| - | Graded examination | Student information | |
| 24-M-STA Stochastic Analysis Vertiefung Stochastische Analysis | Stochastische Analysis | Graded examination
|
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 | |
|---|---|---|---|---|---|---|---|
| Mathematik / Diplom | (Enrollment until SoSe 2008) | 8. | HS | ||||
| Mathematik / Diplom | (Enrollment until SoSe 2008) | Wahl | 7. | scheinfähig | |||
| Mathematik / Master | (Enrollment until SoSe 2011) | MM16S | Wahlpflicht | 3. | 9 | benotet HS | |
| Wirtschaftsmathematik / Diplom | (Enrollment until SoSe 2005) | Wahl | 7. | scheinfähig | |||
| Wirtschaftsmathematik / Diplom | (Enrollment until SoSe 2005) | 8. | HS | ||||
| Wirtschaftsmathematik / Master | (Enrollment until SoSe 2011) | MW07S; MW05S | 3. | benotet |
- Registered number: 25
- This is the number of students having stored the course in their timetable. In brackets, you see the number of users registered via guest accounts.
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- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Thursday, September 26, 2013
- Last update rooms:
- Tuesday, December 4, 2012
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Mathematics
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