Stochastic Differential Equations

Prof. Dr. Christian Bender

Summer Term 2021


The course provides an introduction to Ito's stochastic calculus and stochastic differential equations driven by a Brownian motion.

All further information and course material can be found on the learning management system Moodle. If you are interested to attend the course, please ask for the enrolment key at your earliest convenience via email to:

bender [at]

Moodle enrolment



Tuesday, 8:30-10:00 (via MS Teams)

The link to the Teams meetings can be found on Moodle.


Friday, 12:15-13:00 (via MS Teams)