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Übungen zu Stochastische Differentialgleichungen (SS 2017)

Current Issues

• (20.04.17) The first homework is planned to be online on Friday, April 21st.
• Please submit your homework before 12.00 on the submission date which is specified in the homework sheet. It is also requested to drop the answer sheet/s into the post box (in my name), room no. A 16.
• (21.03.17) The Homepage is available online.

(07.07.17) Next tutorial class will be on Monday (10.07.17) from 12.30-14.00 (Room no. S6).

(23.05.17) Due to holiday, next tutorial class will be on Friday (26.05.17) from 12.30-14.00 (Room no. N15).

(14.06.17) Due to holiday, next tutorial class will be on Monday (19.06.17) from 12.30-14.00 (Room no. S6).

Tutorial

• Thursday: 12.30-14.00. Room no. N16

Exercises

• Homework 1
• Homework 2
• Homework 3
• Homework 4
• Homework 5
• Homework 6
• Homework 7
• Homework 8
• Homework 9
• Homework 10
• Homework 11(revised)
• Homework 12

Final Examination

• It will be an oral examination. Time duration of the examination is 30 minute.
• Criteria for sitting in the final examination will be based on the candidate's performance.

• (18.10.17) Final exam(oral) for Stochastische Differentialgleichungen (SS17) will be held on Tuesday (24.10.17) from 14.00.

• Time duration of the exam(oral) is 20 minute.

• Final examination(oral) timetable:

• Felix R.(14.00-14.20), Xaver K.(14.30-14.50), Patrick K.(15.00-15.20), Marcus H.(15.30-15.50), Daniel S.(16.00-16.20).

References

• Sandra Cerrai: Second Order PDE's in Finite and Infinite Dimension, Springer, 2001
• Bernt Øksendal: Stochastic Differential Equations, Springer, 2000
• Ioannis Karatzas and Steven E. Shreve: Brownian motion and stochastic calculus, Second edition, Springer-Verlag, 1991.

Ansprechpartner: Ananta Kumar Majee

Last modified: Wednesday, 18-Oct-2017 16:21:59 CEST, Webmaster