04-10-0372-vu Stochastic processes I

Course offering details

Instructors: Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch

Event type: Lecture & Exercise

Org-unit: Dept. 04 - Mathematics

Displayed in timetable as: 04-10-0372-vu

Subject:

Crediting for:

Hours per week: 6

Language of instruction: German

Min. | Max. participants: - | -

Course Contents:
- definition and existence of stochastic processes (in particular, existence theorem of Kolmogorov)
- Brownian motion (various properties, in particular continuity theorem of Kolmogrov-Chentsov)
- general theory of Gaussian processes
- Ito integral
- stochastic differential equations

Small group(s)
This course is divided into the following small groups:

  • Stochastic processes I

    Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch

    Fri, 25. Oct. 2013 [09:50]-Fri, 14. Feb. 2014 [11:30]

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  • Stochastic processes I Übung 2

    Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch

    Mon, 21. Oct. 2013 [14:25]-Mon, 10. Feb. 2014 [16:05]

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Literature
Appointments
Date From To Room Instructors
1 Mon, 14. Oct. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
2 Tue, 15. Oct. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
3 Mon, 21. Oct. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
4 Tue, 22. Oct. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
5 Mon, 28. Oct. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
6 Tue, 29. Oct. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
7 Mon, 4. Nov. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
8 Tue, 5. Nov. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
9 Mon, 11. Nov. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
10 Tue, 12. Nov. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
11 Mon, 18. Nov. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
12 Tue, 19. Nov. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
13 Mon, 25. Nov. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
14 Tue, 26. Nov. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
15 Mon, 2. Dec. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
16 Tue, 3. Dec. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
17 Mon, 9. Dec. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
18 Tue, 10. Dec. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
19 Mon, 16. Dec. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
20 Tue, 17. Dec. 2013 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
21 Mon, 13. Jan. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
22 Tue, 14. Jan. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
23 Mon, 20. Jan. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
24 Tue, 21. Jan. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
25 Mon, 27. Jan. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
26 Tue, 28. Jan. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
27 Mon, 3. Feb. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
28 Tue, 4. Feb. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
29 Mon, 10. Feb. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
30 Tue, 11. Feb. 2014 09:50 11:30 S215/51 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
Class session overview
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Instructors
Prof. Dr. rer. nat. Frank Aurzada
Dr. of Phil. Christian Mönch