Courses

Stochastic Differential Equations and Applications

	Lecturer:		Robert Stelzer and Jana Reker
	Type:		Master
	Registration:		To register for the seminar, please write an E-Mail to Jana Reker until 16th February 2019. In the e-mail please give your name, matriculation number, your course of studies and subjects you have taken in the area of Financial Mathematics, Stochastic Processes or Probability Theory. The number of participants is limited to 15 students.
	News:		The first talk will take place on Monday, April 29th at 4p.m. in room He 18, 1.20. On Monday, May 27th, the seminar will take place in room 2.20 instead of 1.20.
	First meeting:		The assignment of topics will take place on Thursday, 21st February 2019, He18, 1.20 13-14 p.m.
	Prerequisites:		Required: Solid knowledge in Measure Theory and Probability Theory (e.g. Stochastics 1 or Introducton to Measure Theoretic Probability) General knowledge in Stochastic processes (e.g. Stochastics 2 or Financial Mathematics 1) Helpful: Some general knowledge in Stochastic Integration Theory (e.g. Financial Mathematics 2)
	Time and Venue:		Mondays, 4:00-5:30 p.m., He 18, 1.20 First talk: Monday, April 29th
	Literature:		Øksendal, B. Stochastic Differential Equations: An Introduction with Applications, 6th ed., 6th corr. printing, Springer, Berlin, 2013.
	Material:		Announcement Rules