250122 VO Stochastics Analysis (2014W)
Labels
This course gives an introduction to the theory of stochastic processes in continuous time. The following topics will be discussed:
- Brownian motion
- Markov processes
- Stochastic calculus
- Levy processes
- Stochastic differential equations
- Brownian motion
- Markov processes
- Stochastic calculus
- Levy processes
- Stochastic differential equations
Details
Language: German
Examination dates
Friday
16.01.2015
Thursday
19.03.2015
Wednesday
03.06.2015
Monday
22.06.2015
Thursday
10.09.2015
Thursday
15.10.2015
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
07.10.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
09.10.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
14.10.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
16.10.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
21.10.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
23.10.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
28.10.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
30.10.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
04.11.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
06.11.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
11.11.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
13.11.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
18.11.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
20.11.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
25.11.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
27.11.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
02.12.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
04.12.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
09.12.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
11.12.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
16.12.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
18.12.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
08.01.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
13.01.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
15.01.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
20.01.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
22.01.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
27.01.
11:15 - 12:50
Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
29.01.
11:15 - 12:50
Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
Assessment and permitted materials
Oral exam
Minimum requirements and assessment criteria
Examination topics
Reading list
Material for the lecture will be published at
http://www.mat.univie.ac.at/~cerny/teaching.html
http://www.mat.univie.ac.at/~cerny/teaching.html
Association in the course directory
MSTV
Last modified: Mo 07.09.2020 15:40
- Brownian motion
- Markov processes
- Stochastic calculus
- Levy processes
- Stochastic differential equations