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


Schedule:
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.

Contents:
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

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

Language:
The language of the seminar will be English.