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19208111 Masterseminar Stochastics

Winter semester 2020/2021

Lecturer: Prof. Dr. Nicolas Perkowski

  • Time and place: Friday, 10-12h, SR ??, Arnimallee ??

Prerequisites:  Stochastics I und II.
Target group:  BMS students, Master students and advanced Bachelor students.

Contents:  The seminar treats advanced subjects in probability theory, in particular stochastic analysis. Possible subjects include but are not limited to: mean field SDEs and applications, stochastic filtering, large deviations.

If you want to participate in the seminar please write me an email.

Date Speaker Subject
06.11. - First meeting, distribution of topics
13.11. N.N. TBA
20.11. N.N. TBA
27.11. N.N. TBA
04.12. N.N. TBA
11.12. N.N. TBA
18.12. N.N. TBA
2021    
08.01. N.N. TBA
15.01. N.N. TBA
22.01. N.N. TBA
29.01. N.N. TBA
05.02. N.N. TBA
12.02. N.N. TBA
19.02. N.N. TBA
26.02. N.N. TBA