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--- courses:fam:kainhofer_nummeth_sde [2007/05/18 15:46] – reinhold
+++ courses:fam:kainhofer_nummeth_sde [2007/06/09 13:53] (current) – reinhold
@@ Line 8: / Line 8: @@
 General information about the course, topics, times and modalities can be found in  [[http://tuwis.tuwien.ac.at/lva/105106/2007S|TUWIS of the TU Wien]] (the course management system of the Vienna University of Technology)
-===== Exercise Sheets =====
+===== Exercise Sheets and Further Material =====
   * {{:courses:fam:kainhofer_nummeth_sde:nummeth_stochprozesse_beispiele1.pdf|Exercise sheet 1}} (until April 16), {{:courses:fam:kainhofer_nummeth_sde:aufgabenzuteilung_studenten.pdf|Student assignment}}
+  * {{:courses:fam:kainhofer_nummeth_sde:nummeth_stochprozesse_existence_uniqueness_proof.pdf|Proof of the strong existence and uniqueness theorem for SDEs}}
   * {{:courses:fam:kainhofer_nummeth_sde:nummeth_stochprozesse_beispiele2.pdf|Exercise sheet 2}} (until June 4)
     * Each student can select one of the exercises 10 to 17 (10 and 17 belong together!)
     * All students also have to solve Exercises 18 to 22
+  * {{courses:fam:kainhofer_nummeth_sde:nummeth_stochprozesse_beispiele3.pdf|Exercise sheet 3}} (until June 25((If someone manages to do the exercise until June 19, that would be even better, as we have more time then!))).
 ===== Literature =====