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.

2021S, UE, 2.0h, 3.0EC
TUWEL

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: UE Exercise
  • Format: Distance Learning

Learning outcomes

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

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

Subject of course

See lectures (107.241)

Teaching methods

Problems to be solved by students

Mode of examination

Immanent

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue09:30 - 11:0009.03.2021 - 29.06.2021 (LIVE)Termin
Theory of stochastic processes - Single appointments
DayDateTimeLocationDescription
Tue09.03.202109:30 - 11:00 Termin
Tue16.03.202109:30 - 11:00 Termin
Tue23.03.202109:30 - 11:00 Termin
Tue13.04.202109:30 - 11:00 Termin
Tue20.04.202109:30 - 11:00 Termin
Tue27.04.202109:30 - 11:00 Termin
Tue04.05.202109:30 - 11:00 Termin
Tue11.05.202109:30 - 11:00 Termin
Tue18.05.202109:30 - 11:00 Termin
Tue01.06.202109:30 - 11:00 Termin
Tue08.06.202109:30 - 11:00 Termin
Tue15.06.202109:30 - 11:00 Termin
Tue22.06.202109:30 - 11:00 Termin
Tue29.06.202109:30 - 11:00 Termin

Examination modalities

Based on the solutions presented by the students

Course registration

Begin End Deregistration end
01.02.2021 00:00 07.04.2021 23:59

Curricula

Literature

No lecture notes are available.

Previous knowledge

See lectures (107.241)

Language

English