19239601
Lecture
WiSe 18/19: Stochastische Differentialgleichungen
Carsten Gräser
Comments
Content
Stochastic differential equations arise in many application areas, most notably, statistical physics. We will give an introduction to stochastic differential equations discussing, e.g. the concepts of stochastic processes, Brownian motion, the Wiener process, and Langevin dynamics. If time permits, we may briefly introduce some ideas of rough path theory.
Target audience
This lecture is intended to give an introduction to the topic. Applications of this may lead to possible topics for a masters thesis.
Prerequisites
Participants should have some knowledge about basic stochastic concepts, e.g., from a basic stochastics course.
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16 Class schedule
Regular appointments
Fri, 2018-10-19 12:00 - 14:00
Fri, 2018-10-26 12:00 - 14:00
Fri, 2018-11-02 12:00 - 14:00
Fri, 2018-11-09 12:00 - 14:00
Fri, 2018-11-16 12:00 - 14:00
Fri, 2018-11-23 12:00 - 14:00
Fri, 2018-11-30 12:00 - 14:00
Fri, 2018-12-07 12:00 - 14:00
Fri, 2018-12-14 12:00 - 14:00
Fri, 2018-12-21 12:00 - 14:00
Fri, 2019-01-11 12:00 - 14:00
Fri, 2019-01-18 12:00 - 14:00
Fri, 2019-01-25 12:00 - 14:00
Fri, 2019-02-01 12:00 - 14:00
Fri, 2019-02-08 12:00 - 14:00
Fri, 2019-02-15 12:00 - 14:00
Content
Stochastic differential equations arise in many application areas, most notably, statistical physics. We will give an introduction to stochastic differential equations discussing, ... read more