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401-4650-00L 2 Credits

Stochastic Control of Jump Diffusions

Lecturers & Examiners: Prof. Dr. Christoph Schwab
VVZ CR n/a

Last Updated: 2026-02-05 15:02:32

Abstract

This seminar will be based on the text of Oksendal and Sulem (Springer verlag 2004) with the same title.

Objective

Study the Text of Oksendal and Sulem chapter by chapter through student's presentations. See `Literatur' for details.

Resources

Lecture Notes

No Skript will be distributed.

Literature

Applied Stochastic Control of Jump Diffusions, B. Oksendahl and A. Sulem, Springer 2005

General Information

Language
English
Frequency
Yearly recurring

Examination

Type
session examination
Mode
oral 30 minutes

Course Components

Type Title Time & Place Hours
seminar Stochasic Control of Jump Diffusions No time listed 2 h weekly

Offered In