Universität Duisburg-Essen
Fakultät für Mathematik, Campus Essen
Prof. Martin Hutzenthaler; (martin (dot) hutzenthaler 'at' due (dot)de)

Master Seminar (2SWS, 9ECTS) in the winter term 2017/18

Selected results on stochastic differential equations

We will meet on Thursday, October 12, 2017 at 12:15 in WSC-S-U-3.01 and distribute talks and settle the schedule. In addition, interested students may come to my office on Thursday, September 28, 2017 at 15:00 for discussing questions and interests regarding talks. The format of the seminar will be either weekly or a block seminar at the end of the semester.

Students will learn about the major progress in the literature on numerical approximations of stochastic differential equations in recent years. We will discuss the following papers:

How many credits do I get?
You get 9ECTS as Master Seminar

Students are required to be familiar with the contents of the lecture 'Probability theory II'.

The language of the seminar will be English.