105.745 Theory of stochastic processes
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2022S, UE, 1.0h, 1.5EC
TUWEL

Properties

  • Semester hours: 1.0
  • Credits: 1.5
  • Type: UE Exercise
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to:

  • work with discrete-time Markov chains
  • work with continuous-time Markov chains
  • work with filtrations and stopping times
  • work with discrete-time martingales

Subject of course

See lectures.

Teaching methods

Discussion of methods and techniques for solving exercises.

Mode of examination

Written

Additional information

Due to the COVID pandemic, the format of the lectures may change later on.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed09:00 - 11:0009.03.2022 - 06.04.2022Sem.R. DA grün 03 B Theory of stochastic processes
Wed09:00 - 11:0027.04.2022 - 22.06.2022Sem.R. DA grün 03 B Theory of stochastic processes
Wed09:00 - 11:0004.05.2022Sem.R. DA grün 03 B Theory of stochastic processes
Wed09:00 - 11:0001.06.2022Sem.R. DA grün 03 B Theory of stochastic processes
Theory of stochastic processes - Single appointments
DayDateTimeLocationDescription
Wed09.03.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes
Wed23.03.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes
Wed06.04.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes
Wed27.04.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes
Wed04.05.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes
Wed11.05.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes
Wed25.05.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes
Wed01.06.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes
Wed22.06.202209:00 - 11:00Sem.R. DA grün 03 B Theory of stochastic processes

Examination modalities

Two written in-class exams: 11 May and 27 June.

Course registration

Begin End Deregistration end
01.03.2022 08:00

Curricula

Literature

No lecture notes are available.

Previous knowledge

See lectures.

Language

English