107.317 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.

2018S, UE, 2.0h, 3.0EC

Properties

Semester hours: 2.0
Credits: 3.0
Type: UE Exercise

Aim of course

Fundamental knowledge of the theory of stochastic processes

Subject of course

general theory; random times; measurability; martingales with discrete time: convergence theorems, maximal inequalities; martingales with continuous time: path behaviour, regularization; Brownian motion, Poisson process; Markov processes;invariance prnciple; stochastic integration; foundations of stochastic diffenrential equations and Itô integral

Lecturers

Backhoff, Julio Daniel
Källblad, Sigrid
Beiglböck, Mathias

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Tue	11:00 - 11:20	06.03.2018	Sem.R. DA grün 06A	Vorbesprechung
Wed	13:00 - 14:45	21.03.2018 - 27.06.2018	Sem.R. DA grün 06A	.

Show single appointments

Theory of stochastic processes - Single appointments

Day	Date	Time	Location	Description
Tue	06.03.2018	11:00 - 11:20	Sem.R. DA grün 06A	Vorbesprechung
Wed	21.03.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	11.04.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	18.04.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	25.04.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	02.05.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	09.05.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	16.05.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	23.05.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	30.05.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	06.06.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	13.06.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	20.06.2018	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	27.06.2018	13:00 - 14:45	Sem.R. DA grün 06A	.

Examination modalities

beurteilt

Course registration

Begin	End	Deregistration end
29.01.2018 00:00	04.04.2018 23:59	04.04.2018 23:59

Curricula

Study Code	Obligation	Semester	Precon.	Info
066 394 Technical Mathematics	Mandatory elective
066 395 Statistics and Mathematics in Economics	Mandatory elective
860 GW Optional Courses - Technical Mathematics	Not specified

Literature

No lecture notes are available.

Go to Course Materials

Previous knowledge

Wie für 107.241

Language

German