107.A16 Elements of mathematical Stochastics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2019W, VO, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture

Learning outcomes

After successful completion of the course, students are able to explain important theorems and definitions from the topics listed below and to apply the methods of the field to solving selected problems.

Subject of course

Supplementary chapters in probability theory such as random walk and the Wiener process, local time, inveriance principles, laws of the iterated logarithm, moment problem, exchangeability, infinitele divisible laws, probabilties on topological structures

Teaching methods

Lecture

Mode of examination

Oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu16:00 - 18:0003.10.2019 - 30.01.2020Sem.R. DA grün 06A elemente
Elements of mathematical Stochastics - Single appointments
DayDateTimeLocationDescription
Thu03.10.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu10.10.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu17.10.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu24.10.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu31.10.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu07.11.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu14.11.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu21.11.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu28.11.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu05.12.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu12.12.201916:00 - 18:00Sem.R. DA grün 06A elemente
Thu09.01.202016:00 - 18:00Sem.R. DA grün 06A elemente
Thu16.01.202016:00 - 18:00Sem.R. DA grün 06A elemente
Thu23.01.202016:00 - 18:00Sem.R. DA grün 06A elemente
Thu30.01.202016:00 - 18:00Sem.R. DA grün 06A elemente

Examination modalities

exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
033 203 Statistics and Mathematics in Economics Mandatory elective

Literature

No lecture notes are available.

Previous knowledge

measure theory

Language

German