Übungen zu Stochastische Differentialgleichungen (SS 2017)
- (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).
- Thursday: 12.30-14.00. Room no. N16
- 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.
- 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