Selected results on stochastic differential equations
This Master seminar builds on the lecture 'Stochastic differential equations'. Attending this lecture during SS2022 (or alternatively being familiar with the contents) is required to participate in the seminar. The format of the seminar will be 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 6ECTS as Master Seminar if you give one talk and 9 ECTS for giving two talks.
Students are required to be familiar with the contents of the lecture 'Stochastic differential equations'.
The language of the seminar will be English.
Please send me an email until June 12, 2022, that you want to attend the seminar. Talks will be distributed end of June. Please register also in the Moodle page. The password is: sde2022