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| Detailed information |
| Original study plan |
Master's programme Industrial Mathematics 2022W |
| Objectives |
At the end of the course, students will have an understanding of the basic notions and concepts around stochastic processes and will have dealt with different types of stochastic processes.
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| Subject |
Introduction to stochastic processes, conditional expectation, Markov Chains, Poisson process, Wiener process, martingales.
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| Criteria for evaluation |
Oral exam
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| Methods |
Blackboard presentation
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| Language |
English |
| Study material |
- Stochastik: Theorie und Anwendungen, D. Meintrup and S. Schäffler
- Brownian motion, R. L. Schilling, L. Partzsch
- Knowing the odds, J.B. Walsh
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| Changing subject? |
No |
| Further information |
Until term 2022S known as: TMBPAVOPROZ Stochastic processes
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| Earlier variants |
They also cover the requirements of the curriculum (from - to)
TMBPAVOPROZ: VO Stochastic processes (2001W-2022S)
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