Knowledge of advanced concepts of probability theory and ability to use them.
Martingale, characteristic functions, stable distributions, interrelations of stochastic processes, risk and extreme value theory, ergodics
Start of the lecture is 3rd october 2017
Lecture and exercises are held Tuesdays 13h30 - 15h30 Sem.R. DA gelb 04 and
Thursday 12-14h Sem.R. DA gelb 07
mündlich
Not necessary
Measure & Probability Theory