Dylan Possamaï: Katalogdaten im Frühjahrssemester 2023

NameHerr Prof. Dr. Dylan Possamaï
LehrgebietMathematik
Adresse
Professur für Mathematik
ETH Zürich, HG G 67.2
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telefon+41 44 632 28 84
E-Maildylan.possamai@math.ethz.ch
URLhttps://sites.google.com/site/possamaidylan/
DepartementMathematik
BeziehungOrdentlicher Professor

NummerTitelECTSUmfangDozierende
401-2000-00LScientific Works in Mathematics
Zielpublikum:
Bachelor-Studierende im dritten Jahr;
Master-Studierende, welche noch keine entsprechende Ausbildung vorweisen können.
0 KPD. Possamaï
KurzbeschreibungIntroduction to scientific writing for students with focus on publication standards and ethical issues, especially in the case of citations (references to works of others.)
LernzielLearn the basic standards of scientific works in mathematics.
Inhalt- Types of mathematical works
- Publication standards in pure and applied mathematics
- Data handling
- Ethical issues
- Citation guidelines
SkriptMoodle of the Mathematics Library: https://moodle-app2.let.ethz.ch/course/view.php?id=519
Voraussetzungen / BesonderesDirective https://www.ethz.ch/content/dam/ethz/common/docs/weisungssammlung/files-en/declaration-of-originality.pdf
401-3642-DRLBrownian Motion and Stochastic Calculus Information Belegung eingeschränkt - Details anzeigen
Only for ETH D-MATH doctoral students and for doctoral students from the Institute of Mathematics at UZH. The latter need to send an email to Jessica Bolsinger (info@zgsm.ch) with the course number. The email should have the subject „Graduate course registration (ETH)“.
2 KP4V + 1UD. Possamaï
KurzbeschreibungThis course covers some basic objects of stochastic analysis. In particular, the following topics are discussed: construction and properties of Brownian motion, stochastic integration, Ito's formula and applications, stochastic differential equations and connection with partial differential equations.
LernzielThis course covers some basic objects of stochastic analysis. In particular, the following topics are discussed: construction and properties of Brownian motion, stochastic integration, Ito's formula and applications, stochastic differential equations and connection with partial differential equations.
SkriptLecture notes will be distributed in class.
Literatur- J.-F. Le Gall, Brownian Motion, Martingales, and Stochastic Calculus, Springer (2016).
- I. Karatzas, S. Shreve, Brownian Motion and Stochastic Calculus, Springer (1991).
- D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer (2005).
- L.C.G. Rogers, D. Williams, Diffusions, Markov Processes and Martingales, vol. 1 and 2, Cambridge University Press (2000).
- D.W. Stroock, S.R.S. Varadhan, Multidimensional Diffusion Processes, Springer (2006).
Voraussetzungen / BesonderesFamiliarity with measure-theoretic probability as in the standard D-MATH course "Probability Theory" will be assumed. Textbook accounts can be found for example in
- J. Jacod, P. Protter, Probability Essentials, Springer (2004).
- R. Durrett, Probability: Theory and Examples, Cambridge University Press (2010).
401-3642-00LBrownian Motion and Stochastic Calculus Information Belegung eingeschränkt - Details anzeigen 10 KP4V + 1UD. Possamaï
KurzbeschreibungThis course gives an introduction to Brownian motion and stochastic calculus. It includes the construction and properties of Brownian motion, basics of Markov processes in continuous time and of Levy processes, and stochastic calculus for continuous semimartingales.
LernzielThis course gives an introduction to Brownian motion and stochastic calculus. The following topics are planned:
- Definition and construction of Brownian motion
- Some important properties of Brownian motion
- Basics of Markov processes in continuous time
- Stochastic calculus, including stochastic integration for continuous semimartingales, Ito's formula, Girsanov's theorem, stochastic differential equations and connections with partial differential equations
- Basics of Levy processes
SkriptLecture notes will be made available in class.
Literatur- R.F. Bass, Stochastic Processes, Cambidge University Press (2001).
- I. Karatzas, S. Shreve, Brownian Motion and Stochastic Calculus, Springer (1991).
- J.-F. Le Gall, Brownian Motion, Martingales, and Stochastic Calculus, Springer (2016).
- D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer (2005).
- L.C.G. Rogers, D. Williams, Diffusions, Markov Processes and Martingales, vol. 1 and 2, Cambridge University Press (2000).
Voraussetzungen / BesonderesFamiliarity with measure-theoretic probability as in the standard D-MATH course "Probability Theory" will be assumed. Textbook accounts can be found for example in
- J. Jacod, P. Protter, Probability Essentials, Springer (2004).
- R. Durrett, Probability: Theory and Examples, Cambridge University Press (2010).
401-5910-00LTalks in Financial and Insurance Mathematics Information 0 KP1KB. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich
KurzbeschreibungForschungskolloquium
LernzielEinfuehrung in aktuelle Forschungsthemen aus dem Bereich "Insurance Mathematics and Stochastic Finance".
Inhalthttps://www.math.ethz.ch/imsf/courses/talks-in-imsf.html