S2F2 | Hauptseminar Stochastische Prozesse und Stochastische Analysis | Anton Bovier |
|
20152 611102012 Hauptseminar SWS |
Termine: |
Do 14-16 | SemR 0.008, Endenicher Allee 60
| |
|
Kommentar: |
Thema des Seminars wird sein "Large Deviations and Applications". Alle weitere Information, auch zur Vorbesprechung und Anmeldung finden Sie auf der Webseite der Veranstaltung.
|
Literatur: |
Frank den Hollander, Large Deviations, American Mathematical Society, 2000
|
Anforderungen: |
Einführung in die Wahrscheinlichkeitstheorie Stochastische Prozesse (optional)
|
Link to Basis |
|
S2F2 | Hauptseminar Stochastische Prozesse und Stochastische Analysis - Punktprozesse und Zufallsmatrizen | Patrick Ferrari |
|
20152 611101012 Hauptseminar SWS |
Termine: |
Di 14-16 | SemR 1.007, Endenicher Allee 60
| |
|
Link to Basis |
|
S3G1 | Begleitseminar zu Bachelorarbeit | |
|
20152 611100108 Seminar für Examenskandidaten SWS |
Termine: |
- | - | woech Termine bei den Dozenten nach Vereinbarung
|
Do 16-17 | SemR 0.011, Endenicher Allee 60
| |
|
Link to Basis |
|
S4F2 | Graduate Seminar on Stochastic Analysis - Liouville quantum gravity and Brownian motion | Sebastian Andres Martin Huesmann |
|
20152 611502024 Hauptseminar SWS |
Termine: |
Do 14-16 | N 0.003 - Neubau, Endenicher Allee 60
| |
|
Bemerkung: |
Preliminary meeting: Tuesday, 21.07.2015, 14-15, SR N0.003
|
Link to Basis |
|
S4F2 | Graduate Seminar on Stochastic Analysis - Panorama of Optimal Transport | Matthias Erbar |
|
20152 611501024 Hauptseminar SWS |
Termine: |
Fr 10-12 | SemR 0.006, Endenicher Allee 60
| |
|
Link to Basis |
|
S4F2 | Graduate Seminar on Stochastic Analysis - Stochastic Analysis on Manifolds | Robert Philipowski |
|
20152 611503024 Hauptseminar SWS |
Termine: |
|
Kommentar: |
Seminar on Stochastic Analysis on Manifolds
Dr. Robert Philipowski
Winter semester 2015/2016
The seminar is addressed to students with a solid knowledge of both stochastic analysis
and differential geometry who want to learn how these two fields can be combined. The
following topics will be covered:
1. Stochastic differential equations on manifolds
2. Quadratic variation and integration of 1-forms
3. Martingales and Brownian motion on manifolds
4. Stochastic parallel transport
5. Morphisms of martingales and Brownian motion
6. Second order stochastic differentials
7. Convergence and confluence of martingales
8. The radial part of Brownian motion
9. Asymptotic properties of Brownian motion
Our main source will be the book Stochastische Analysis by W. Hackenbroch and A. Thal-
maier (B. G. Teubner, Stuttgart, 1994).
|
Link to Basis |
|
S4F3 | Graduate Seminar on Applied Probability - Stochastic Filtering | Andreas Eberle |
|
20152 611501023 Hauptseminar SWS |
Termine: |
Do 14-16 | SemR 0.003, Endenicher Allee 60
| |
|
Bemerkung: |
There are still talks available
|
Link to Basis |
|
S5G1 | Master´s Thesis Seminar | Andreas Eberle |
|
20152 611500101 Seminar für Examenskandidaten SWS |
Termine: |
- | - | appointments with examiners according to prior agreement
|
Di 12-14 | N 0.008 - Neubau, Endenicher Allee 60
| Prof. A. Eberle
|
|
Link to Basis |
|
V1G1/MB01 | Analysis I | Anton Bovier |
|
20152 611100101 Vorlesung SWS |
Termine: |
Do 08-10 | Wolfgang-Paul-Hörsaal, Kreuzbergweg 28
| |
Di 16.30-18.00 | Wolfgang-Paul-Hörsaal, Kreuzbergweg 28
| |
|
Link to Basis |
|
V1G1/MB01 | Übungen zu Analysis I | Anton Bovier Lisa Hartung |
|
20152 611300101 Übung SWS |
Termine: |
Fr 08-10 | N 0.003 - Neubau, Endenicher Allee 60
| Gruppe 12
|
Fr 08-10 | SemR 0.006, Endenicher Allee 60
| Gruppe 11
|
Fr 08-10 | SemR 0.011, Endenicher Allee 60
| Gruppe 13
|
Mi 08-10 | SemR 0.011, Endenicher Allee 60
| Gruppe 4
|
Mi 08-10 | SemR 0.007, Endenicher Allee 60
| Gruppe 5
|
Mi 08-10 | SemR 0.008, Endenicher Allee 60
| Gruppe 10
|
Mi 08-10 | N 0.003 - Neubau, Endenicher Allee 60
| Gruppe 7
|
Fr 12-14 | SemR 0.008, Endenicher Allee 60
| Gruppe 10
|
Do 12-14 | SemR 0.011, Endenicher Allee 60
| Gruppe 3
|
Fr 12-14 | SemR 0.011, Endenicher Allee 60
| Gruppe 15
|
Fr 12-14 | SemR 0.006, Endenicher Allee 60
| Gruppe 16
|
Mo 12-14 | SemR 0.007, Endenicher Allee 60
| Gruppe 3
|
Mo 12-14 | SemR 0.008, Endenicher Allee 60
| Gruppe 2
|
Mi 12-14 | SemR 0.006, Endenicher Allee 60
| Gruppe 11
|
Mi 12-14 | N 0.003 - Neubau, Endenicher Allee 60
| Gruppe 12
|
Mi 12-14 | SemR 0.011, Endenicher Allee 60
| Gruppe 13
|
Fr 12-14 | SemR 0.003, Endenicher Allee 60
| Gruppe 17
|
Mo 12-14 | SemR 0.003, Endenicher Allee 60
| Gruppe 1
|
Mi 12-14 | SemR 0.003, Endenicher Allee 60
| Gruppe 1
|
Do 12-14 | SemR 0.007, Endenicher Allee 60
| Gruppe 8
|
Fr 12-14 | N 0.007 - Neubau, Endenicher Allee 60
| Gruppe 14
|
Mi 12-14 | N 0.008 - Neubau, Endenicher Allee 60
| Gruppe 14
|
Mi 14-16 | SemR 0.003, Endenicher Allee 60
| Gruppe 6
|
Mo 14-16 | SemR 0.003, Endenicher Allee 60
| Gruppe 4
|
Mo 14-16 | SemR 0.007, Endenicher Allee 60
| Gruppe 5
|
Fr 14-16 | SemR 0.008, Endenicher Allee 60
| Gruppe 18
|
Do 14-16 | SemR 0.007, Endenicher Allee 60
| Gruppe 9
|
Mo 16-18 | SemR 0.003, Endenicher Allee 60
| Gruppe 6
|
Mi 16-18 | SemR 0.008, Endenicher Allee 60
| Gruppe 2
|
Mi 16-18 | SemR 0.011, Endenicher Allee 60
| Gruppe 15
|
Mi 16-18 | SemR 0.006, Endenicher Allee 60
| Gruppe 16
|
Mo 18-20 | SemR 0.003, Endenicher Allee 60
| Gruppe 9
|
Mi 18-20 | SemR 0.008, Endenicher Allee 60
| Gruppe 18
|
Mo 18-20 | SemR 0.007, Endenicher Allee 60
| Gruppe 8
|
Mo 18-20 | N 0.003 - Neubau, Endenicher Allee 60
| Gruppe 7
|
Mi 18-20 | SemR 0.003, Endenicher Allee 60
| Gruppe 17
|
|
Link to Basis |
|
V2F1/MB10 | Einführung in die Wahrscheinlichkeitstheorie | Patrick Ferrari |
|
20152 611100701 Vorlesung SWS |
Termine: |
Di 08-10 | Kleiner Hörsaal, Wegelerstr. 10
| |
Fr 10-12 | Kleiner Hörsaal, Wegelerstr. 10
| |
|
Link to Basis |
|
V2F1/MB10 | Übungen zu Einführung in die Wahrscheinlichkeitstheorie | Patrick Ferrari Martin Huesmann |
|
20152 611300701 Übung SWS |
Termine: |
Mo 08-10 | SemR 0.011, Endenicher Allee 60
| Gruppe 1
|
Mi 10-12 | SemR 0.008, Endenicher Allee 60
| Gruppe 6
|
Di 10-12 | N 0.007 - Neubau, Endenicher Allee 60
| Gruppe 2, Lehramt
|
Di 12-14 | SemR 0.006, Endenicher Allee 60
| Gruppe 3
|
Di 18-20 | SemR 0.007, Endenicher Allee 60
| Gruppe 4
|
Di 18-20 | SemR 0.011, Endenicher Allee 60
| Gruppe 5
|
|
Link to Basis |
|
V3F2/F4F1 | Übungen zu Grundzüge der Stochastischen Analysis / Exercises to Foundations of Stochastic Analysis | Andreas Eberle |
|
20152 611300704 Übung SWS |
Termine: |
Do 08-10 | SemR 0.003, Endenicher Allee 60
| Gruppe 2
|
Do 10-12 | SemR 0.003, Endenicher Allee 60
| Gruppe 3
|
Di 16-18 | N 0.007 - Neubau, Endenicher Allee 60
| Gruppe 1
|
|
Link to Basis |
|
V3F2/F4F1 | Grundzüge der Stochastischen Analysis / Introduction to Stochastic Analysis | Andreas Eberle |
|
20152 611100704 Vorlesung SWS |
Termine: |
Di 08-10 | Zeichensaal, Wegelerstr. 10
| |
Fr 10-12 | Zeichensaal, Wegelerstr. 10
| |
|
Link to Basis |
|
V4F2 | Markov Processes | Joseph Neeman |
|
20152 611500702 Vorlesung SWS |
Termine: |
Di 12-14 | Kleiner Hörsaal, Wegelerstr. 10
| |
Do 12-14 | Kleiner Hörsaal, Wegelerstr. 10
| |
|
Link to Basis |
|
V4F2 | Exercises to Markov Processes | Joseph Neeman |
|
20152 611700702 Übung SWS |
Termine: |
Di 14-16 | SemR 0.007, Endenicher Allee 60
| Gruppe 2
|
Di 16-18 | N 0.003 - Neubau, Endenicher Allee 60
| Gruppe 1
|
|
Link to Basis |
|
V5F3 | Advanced Topics in Stochastic Analysis - Rough paths and controlled paths | Massimiliano Gubinelli |
|
20152 611500708 Vorlesung SWS |
Termine: |
Mi 08-10 | SemR 0.003, Endenicher Allee 60
| Exception: The first lecture takes place on Tuesday 20 October, 8-10, in room 0.003.
|
Do 08-10 | SemR 0.006, Endenicher Allee 60
| |
|
Kommentar: |
Exception: The first lecture takes place on Tuesday 20 October, 8-10, in room 0.003.
|
Link to Basis |
|
V5F4 | Selected Topics in Stochastic Analysis - Introduction to Malliavin Calculus | Sebastian Andres |
|
20152 611500705 Vorlesung SWS |
Termine: |
Di 10-12 | SemR 0.003, Endenicher Allee 60
| |
|
Anforderungen: |
A solid background in functional analysis and probability is desirable.
|
Link to Basis |
|
V5F5 | Advanced Topics in Applied Probability - Introduction to Mathematical Finance | Robert Philipowski |
|
20152 611502711 Vorlesung SWS |
Termine: |
Mo 12-14 | Kleiner Hörsaal, Wegelerstr. 10
| Begin der Veranstaltung: 30.10.2015
|
Fr 12-14 | Kleiner Hörsaal, Wegelerstr. 10
| Beginn der Veranstaltung: 30.10.2015
|
|
Kommentar: |
Introduction to Mathematical Finance: Option Pricing and Risk Measures
Dr. Robert Philipowski
Winter semester 2015/2016
This course is an introduction to two important fields of modern mathematical finance: option pricing and risk measures.
The following topics will be treated:
• Risk-neutral pricing of financial derivatives
• Fundamental theorems of asset pricing
• Convergence of disrecte to continuous-time models
• Option pricing in the Black-Scholes model
• Monetary measures of risk
Students should have a solid knowledge of probability theory and stochastic processes.
The course will be mainly based on the following books:
• D. Lamberton, B. Lapeyre, Introduction au Calcul Stochastique Appliqu ́ ` la Finance
ea (3rd edition). Ellipses, Paris, 2012.
• H. F ̈llmer, A. Schied, Stochastic Finance. Walter de Gruyter, Berlin, 2011.
|
Link to Basis |
|
V5F5 | Advanced Topics in Applied Probability - Mathematical Neuroscience | Ngoc Tran |
|
20152 611500711 Vorlesung SWS |
Termine: |
Mi 12-14 | SemR 1.007, Endenicher Allee 60
| |
Fr 14-16 | SemR 1.007, Endenicher Allee 60
| |
|
Bemerkung: |
Lecturer: Ngoc Tran
|
Link to Basis |
|