After successful completion of the course, students are able to show excellence in special fields of probability.
After having successfully completed the course, students are able to solve complex problems in the modeling and processing of tasks in the field of
higher probability theory
Martingale, characteristic functions, stable distributions, interrelations of stochastic processes, risk and extreme value theory, ergodics
Presentation of the techniques of stochastics
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
oral exam with presentation
Not necessary
Measure & Probability Theory
