Infinite dimensional stochastic calculus

This seminar provides an introduction into infinite dimensional stochastic calculus with a particular focus on stochastic differential equaitons in infinite dimensions. 


We basically follow the first 6 chapters of 

G. da Prato & J. Zabctyk, Stochastic Equations in Infinite Dimensional Dimensions, Cambridge University Press (1992)

We meet: Wednesday; 11-13; RUD 25, Room 3.008. The first meeting takes place, April 19th. The number of presentations is limited to 11. 



d-fine: job opportunities

d-fine continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link if you are curious to learn more about working in the exciting field of quantitative finance consultancy.