Universität Wien

250144 VO Stochastic Partial Differential Equations (2018W)

3.00 ECTS (2.00 SWS), SPL 25 - Mathematik

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

First meeting on Fri. 5.10.2018 @ 8:00 in SR11.

  • Friday 05.10. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 12.10. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 19.10. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 09.11. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 16.11. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 23.11. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 30.11. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 07.12. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 14.12. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 11.01. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 18.01. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 25.01. 08:00 - 09:30 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

This is an introductory course on stochastic partial differential equations. Prerequisites of functional and stochastic analysis will be reviewed. The core of the course will be the so-called 'variational method' for parabolic SPDEs.

Assessment and permitted materials

Oral exam.

Minimum requirements and assessment criteria

The knowledge of the basic questions and techniques from the course.

Examination topics

The whole content of the course.

Reading list

Pervot, Röckner. A Concise Course on Stochastic Partial Differential Equations. Springer, 2017.

Association in the course directory

MAMV, MANV, MSTV

Last modified: Mo 07.09.2020 15:40