Lectures during winter term 2010/11
- Peter Bank: Seminar: Finanzmathematik und parallels Rechnen, TU.
- Noam Berger: Random walks in random environment, TU, Wed. 14:15-16:00, IRTG lounge. Starting only in the second week, 27 October.
- Jochen Blath: Wahrscheinlichkeitstheorie IV (Interacting particle systems), more information, TU, Thursday, 14:00-16:00, MA545.
- Peter Friz: Seminar: Topics in Stochastic Analysis, TU, Fri. 10:00-12:00. MA642.
- Wolfgang König: Large deviations, TU, Mon 10:15 - 11:45 in MA544, Tue 8:30 -10:00 in MA551.
- Markus Reiß: Nichtparametrische Statistik, HU, Tues. 13:-15:30, Room 1304 (RUD26), Fri. 12:30-15:00, Room 1.013 (RUD25).
- Sylvie Roelly: Seminar: Gaußsche Prozesse, U Potsdam, Thu 10:15-11:45, room 1.22.1.27
- Michael Scheutzow: Introduction to Malliavin calculus, TU, Mon. 8:30-10:00, MA544.
Lectures during summer term 2010
The universities in Berlin and Potsdam offer several lectures that are also interesting for PhD students. During the summer semester the following lectures are on offer:
- Christian Bayer: Lecture: Computational Finance (TU).
- Jochen Blath: Seminar: Stochastic processes and applications in biology (TU).
- Erwin Bolthausen: Lecture: Spin glasses; Thursdays 9-11, TU, IRTG lounge MA 748. The last lecture was on 8 July 2010.
- Michael Caruana: Lecture: Differential equations and stochastic analysis (TU).
- Peter Friz: Lecture: Finanzmathematik II (TU).
- Ulrich Horst: Lecture: Finanzmathematik II (HU).
- Peter Imkeller: Lecture: Stochastische Analysis (HU).
- Michael Kupper: Lecture: Term Structure Models (HU).
- Santiago Moreno-Bromberg: Lecture: Theory of general economic equilibrium in infinite dimensions (HU)
- Markus Reiß: Lecture: Mathematische Statistik (HU).
- Markus Reiß: Seminar: Asymptotische Statistik (HU).
- Anthony Réveillac: Lecture: An introduction to Malliavin's calculus and to its applications, more details (HU).
- Sylvie Roelly: Seminar: Stochastische Differentialgleichungen (Potsdam).
Research Seminars:
- Berliner Kolloquium Wahrscheinlichkeitstheorie / IRTG Seminar
- Stochastische Analysis und Stochastik der Finanzmärkte
- Mathematical Statistics
- Stochastic processes in physics and biology (Blath, Gärtner, König, Kurt), Mondays, 18:00, IRTG Lounge.
- BMS Fridays
- Diplomanden und Doktorandenseminar HU (Hein).
Course program of HU Berlin
Course program Uni Potsdam
Course program of TU Berlin
