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.

2019S, UE, 2.0h, 3.0EC

TUWEL course

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

Grill, Karl

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Tue	11:00 - 11:20	05.03.2019	Sem.R. DA grün 06A	Vorbesprechung
Wed	13:00 - 14:45	20.03.2019 - 26.06.2019	Sem.R. DA grün 06A	.

Show single appointments

Theory of stochastic processes - Single appointments

Day	Date	Time	Location	Description
Tue	05.03.2019	11:00 - 11:20	Sem.R. DA grün 06A	Vorbesprechung
Wed	20.03.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	27.03.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	03.04.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	10.04.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	08.05.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	15.05.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	22.05.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	29.05.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	05.06.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	12.06.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	19.06.2019	13:00 - 14:45	Sem.R. DA grün 06A	.
Wed	26.06.2019	13:00 - 14:45	Sem.R. DA grün 06A	.

Examination modalities

beurteilt

Course registration

Begin	End	Deregistration end
28.01.2019 00:00	03.04.2019 23:59	03.04.2019 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