Institute of Mathematical Finance
Seminar Winter Term 2018/2019

Stochastic Partial Differential Equations

 

Instructor:
Alexander Lindner, Robert Stelzer, and David Berger
Type:
Master (all mathematical programs including Finance), attendance possible also for Bachelor students

Registration:

To register for the seminar, please write an email to David Berger. The registration period will end at 1st of August.

Please give your name, matriculation number, and your courses of studies and subjects you have taken in the area of Financial Mathematics, Probability Theory, Analysis or Stochastic Processes. 

The number of participants is limited to 10 students.

Time and Venue:

Block, tba.

First Meeting:

Thursday, 2nd August 2018

Prerequisites:

Master students:

  • Required: Measure Theory, Elementary Probability and Statistics, Stochastik I.
  • Helpful: Financial Mathematics II, Partial Differential Equations and Functional Analysis 

Master in Finance:

  • Required: An Introduction to Measure Theoretic Probability, Financial Mathematics I.
  • Helpful: Financial Mathematics II, Time Series Analysis.

Contents:

tba.

Literature:

The seminar is based on
  • C. Prevot, M. Röckner, A Concise Course on Stochastic Partial Differential Equations, Springer, 2007

Material:

Announcement

Rules