Course Exam
390022 VO Rough Paths (2022W)
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ON-SITE
WHEN?
Wednesday
25.10.2023
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Examination topics
Content of the lectures
Assessment and permitted materials
Oral exam
Minimum requirements and assessment criteria
Prerequisites:
The aim will be to make the course as self-contained as possible, but some knowledge of stochastic analysis and a basic understanding of stochastic integration is recommended. Knowledge about the construction of the Ito integral would be ideal, but is not strictly required.Lecture Notes:
https://ucloud.univie.ac.at/index.php/s/xSJDcFaz5i2AGAE
The aim will be to make the course as self-contained as possible, but some knowledge of stochastic analysis and a basic understanding of stochastic integration is recommended. Knowledge about the construction of the Ito integral would be ideal, but is not strictly required.Lecture Notes:
https://ucloud.univie.ac.at/index.php/s/xSJDcFaz5i2AGAE
Last modified: Th 23.11.2023 09:08