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Stochastics II

LV: 19212901

a.In Planung

4 SWS

Felix Höfling

Lecture

Akt: 10.01.2023 13:30

Thu, 14:00 - 16:00 (A6/SR 025/026 Seminarraum)

Description

Contents:

Construction of stochastic processes;
conditional expectation;
martingales and Markov chains in discrete time;
weak convergence;
first time-continuous processes (in particular Brownian motion)

Additional information

Prerequisite: Stochastics I and Analysis I — III.

Additional appointments

A3/Hs 001 Hörsaal

Felix Höfling

19.04.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

26.04.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

03.05.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

10.05.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

17.05.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

24.05.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

31.05.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

07.06.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

14.06.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

21.06.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

28.06.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

05.07.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

12.07.2023 14:00 - 16:00

A3/Hs 001 Hörsaal

Felix Höfling

19.07.2023 14:00 - 16:00

Appointment series

A6/SR 025/026 Seminarraum

Felix Höfling

wöchentlich, ab 20.04.2023, 14:00 - 16:00 (14 Termine)