Stochastic Analysis, Summer semester 2015
Information for the lecture Stochastic Analysis by Prof. Dr. Peter Imkeller (SoSe 2015)
Lecture
Monday, 9-11 in room 1'304, RUD 26
Wednesday, 11-13 in room 1'304, RUD 26
Tutorial
Monday, 11-13 in room 1'304, RUD 26
Literature
Literature list for Stochastic Analysis
Homework
Please hand in your solutions of the exercise sheets on Monday in the tutorial.
You should reach at least 50 percent of all possible points by the end of the semester.
Exercise Sheets
Sheet 1
(Due date: April 20, 2015) German version:
Blatt 1
Sheet 2
(Due date: April 27, 2015)
Sheet 3
(Due date: May 4, 2015)
Sheet 4
(Due date: May 11, 2015)
Sheet 5
(Due date: May 18, 2015)
Sheet 6
(Due date: June 1, 2015)
Sheet 7
(Due date: June 8, 2015)
Sheet 8
(Due date: June 15, 2015)
Sheet 9
(Due date: June 22, 2015)
Sheet 10
(Due date: June 29, 2015)
Sheet 11
(Due date: July 6, 2015)
Contact
Name
E-mail
Office
Prof. Dr. Peter Imkeller
imkeller(at)math.hu-berlin.de
RUD 25, 1.218
Dr. Dörte Kreher
kreher(at)math.hu-berlin.de
RUD 25, 1.234