Undervisningsplan

Dato	Undervises av	Sted	Tema	Kommentarer / ressurser
21.01.2004	Giulia diNunno?	Auditorium 3 Vilhelm Bjerknes hus?	Introduction to the Course?	?
04.02.2004	Giulia diNunno?	Sem. rom B71 N.H.Abels hus ?	Preliminaries on Measure Theory and Probability Theory?	Description: pdf ps Exercises: pdf ps ?
05.02.2004	G. dN.?	Sem. rom 735 N.H.Abels hus?	Elements of the Theory of Stochastic Processes?	Description: pdf ps ?
10.02.2004	G. dN.?	Sem. rom 735 N.H.Abels hus ?	Ito non-anticipating stochastic calculus. ?	Description: pdf ps Exercises: pdf ps ?
17.02.2004	G. dN.?	Sem. rom 735 N.H.Abels hus ?	Ito formula. Martingale representation theorem. Stochastic non-anticipating derivative.?	Description: pdf ps Note on the stochastic derivative: pdf ps Exercises: [?] 4.1, 4.2, 4.3, 4.4, 4.10, 4.11, 4.14, 4.15.?
24.02.2004	G. dN.?	Sem. rom 735 N.H.Abels hus ?	Stratonovich integration?	Description: pdf ps Exercises: [?] 3.12?
09.03.2004	G. dN.?	Sem. rom 735 N.H.Abels hus ?	Stochastic differential equations?	Description: pdf ps Exercises: [?] 5.1, 5.3, 5.4, 5.5, 5.6, 5.7, 5.11, 5.12 Moreover: pdf ps ?
16.04.2004	G. dN.?	Sem. rom 735 N.H.Abels hus ?	On Ito diffusions?	Description: pdf ps Exercises: [?] 7.1, 7.2, 7.4, 7.8a, 7.18 Moreover: pdf ps ?
23.04.2004	G. dN.?	Sem. rom 735 N.H.Abels hus ?	Some applications to boundary value problems?	Description: pdf ps Exercises: [?] 9.1, 9.2.?
25.03.2004	G. dN.?	Sem. rom 735 N.H.Abels hus ?	Closing lecture?	?

Publisert 27. okt. 2003 16:33 - Sist endret 24. mars 2004 16:08