250113 VO Regularity Structures (2016S)

4.00 ECTS (2.00 SWS), SPL 25 - Mathematik

Details

Language: English

Lecturers

Josef Teichmann

Classes (iCal) - next class is marked with N

    
    Wednesday
    09.03.
    09:45 - 11:15
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    09.03.
    11:30 - 13:00
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    16.03.
    09:45 - 11:15
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    16.03.
    11:30 - 13:00
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    06.04.
    09:45 - 11:15
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    06.04.
    11:30 - 13:00
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    13.04.
    09:45 - 11:15
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    13.04.
    11:30 - 13:00
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    20.04.
    09:45 - 11:15
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    20.04.
    11:30 - 13:00
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    27.04.
    09:45 - 11:15
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    27.04.
    11:30 - 13:00
    Seminarraum 1 Oskar-Morgenstern-Platz 1  Erdgeschoß

Information

Aims, contents and method of the course

An introduction to Martin Hairer's theory of regularity structures with a view towards applications in mathematical Finance.

Prerequisites: Linear Functional Analysis, Distribution theory, Probability theory, Algebra

Assessment and permitted materials

Minimum requirements and assessment criteria

Examination topics

Reading list

Association in the course directory

MSTV, MANV

Last modified: Mo 07.09.2020 15:40