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: - | 50

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

    Wed, 19. Oct. 2016 [13:30]-Wed, 8. Feb. 2017 [15:10]

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  • Stochastic processes I Übung 2

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

    Th, 20. Oct. 2016 [11:40]-Th, 9. Feb. 2017 [13:20]

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Literature
Appointments
Date From To Room Instructors
1 Mon, 17. Oct. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
2 Tue, 18. Oct. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
3 Mon, 24. Oct. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
4 Tue, 25. Oct. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
5 Mon, 31. Oct. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
6 Tue, 1. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
7 Mon, 7. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
8 Tue, 8. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
9 Mon, 14. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
10 Tue, 15. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
11 Mon, 21. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
12 Tue, 22. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
13 Mon, 28. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
14 Tue, 29. Nov. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
15 Mon, 5. Dec. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
16 Tue, 6. Dec. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
17 Mon, 12. Dec. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
18 Tue, 13. Dec. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
19 Mon, 19. Dec. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
20 Tue, 20. Dec. 2016 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
21 Mon, 9. Jan. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
22 Tue, 10. Jan. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
23 Mon, 16. Jan. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
24 Tue, 17. Jan. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
25 Mon, 23. Jan. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
26 Tue, 24. Jan. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
27 Mon, 30. Jan. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
28 Tue, 31. Jan. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
29 Mon, 6. Feb. 2017 09:50 11:30 S101/A03 Prof. Dr. rer. nat. Frank Aurzada; Dr. of Phil. Christian Mönch
30 Tue, 7. Feb. 2017 09:50 11:30 S101/A03 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