19242101
Lecture
WiSe 22/23: Stochastik IV: Stochastik and Diffusive Processes: theory and numerical applications
Luca Donati
Additional information / Pre-requisites
Prerequisite: Stochastics I, II.
Recommended: Stochastics III and Functional Analysis.
Comments
Content: Stochastic processes are mathematical models used to describe the dynamics of random phenomena and are widely applied in many disciplines ranging from physics, chemistry, ... read more
Suggested reading
Literature:
• Risken, H., The Fokker-Planck Equation: Methods of Solution and Applications, 1984.
• Gardiner, C., Stochastic Methods: A Handbook for the Natural and ... read more
16 Class schedule
Regular appointments
Tue, 2022-10-18 12:00 - 14:00
Tue, 2022-10-25 12:00 - 14:00
Tue, 2022-11-01 12:00 - 14:00
Tue, 2022-11-08 12:00 - 14:00
Tue, 2022-11-15 12:00 - 14:00
Tue, 2022-11-22 12:00 - 14:00
Tue, 2022-11-29 12:00 - 14:00
Tue, 2022-12-06 12:00 - 14:00
Tue, 2022-12-13 12:00 - 14:00
Tue, 2023-01-03 12:00 - 14:00
Tue, 2023-01-10 12:00 - 14:00
Tue, 2023-01-17 12:00 - 14:00
Tue, 2023-01-24 12:00 - 14:00
Tue, 2023-01-31 12:00 - 14:00
Tue, 2023-02-07 12:00 - 14:00
Tue, 2023-02-14 12:00 - 14:00