News
21/10: Preliminary schedule online.
15/10: The first meeting is scheduled for Wednesday, October 20, 11:30 - 12:00 in MVL:15Teacher
Course coordinator: Annika Lang (annika.lang@chalmers.se)Teachers: David Cohen and Stig Larsson
21/10: Preliminary schedule online.
15/10: The first meeting is scheduled for Wednesday, October 20, 11:30 - 12:00 in MVL:15Lecture notes (unsorted)
Books (unsorted)
OBS: preliminary schedule. The presentations might start earlier than indicated and the schedule in the last week before Christmas is not finally fixed yet.
Wednesday 20/10 11.30-12.00 MVL:14 |
Introduction Discussion of the schedule (Annika) |
Wednesday 10/11 8.15-10 MVL:14 |
Preliminaries (LN 1.1, 1.2.2, 1.2.3, 1.2.4) (Per) |
Thursday 11/11 10-12 MVL:14 |
Preliminaries (LN 1.1, 1.2.2,
1.2.3, 1.2.4) (Per) Gaussian measures, Wiener processes (LN 2.1, 2.2) (Kasper) |
Wednesday 17/11 8.15-10 MVL:14 |
Gaussian measures, Wiener
processes (LN 2.1, 2.2) (Kasper) |
Thursday 18/11 10-12 MVL:14 |
Semigroups and approximation (LN
2.4) (Erik) |
Wednesday 24/11 8.15-10 MVL:14 |
Semigroups and approximation (LN
2.4) (Erik) Stochastic integration, strong and mild solutions (LN 2.3, 2.5.1) (Marcus) |
Thursday 25/11 10-12 MVL:14 |
Stochastic integration, strong
and mild solutions (LN 2.3, 2.5.1) (Marcus) |
Wednesday 1/12 8.15-10 MVL:14 |
Existence, uniqueness, and
properties of solutions (LN 2.5.2, 2.5.3) (Oskar) |
Thursday 2/12 10-12 MVL:14 |
Existence, uniqueness, and properties of solutions (LN 2.5.2,
2.5.3) (Oskar) Strong approximation of mild solutions, noise approximation (LN 2.6, 2.7) (Johan) |
Wednesday 8/12 8.15-10 MVL:14 |
Strong approximation of mild solutions, noise approximation
(LN 2.6, 2.7) (Johan) |
Thursday 9/12 10-12 MVL:14 |
Weak convergence (Jan) |
Wednesday 15/12 8.15-10 MVL:14 |
Weak convergence (Jan) (Multilevel) Monte Carlo methods (LN 2.8) (Ioanna) |
Thursday 16/12 10-12 MVL:14 |
(Multilevel) Monte Carlo methods (LN 2.8) (Ioanna) |
Wednesday 22/12 8.15-10 MVL:14 |
tba and decided |
January 2022 |
Project presentations (tba) |