Inhalt

[ 201WTMSSTPU22 ] UE Stochastic Processes

Versionsauswahl
Es ist eine neuere Version 2023W dieser LV im Curriculum Master's programme Industrial Mathematics 2023W vorhanden.
Workload Education level Study areas Responsible person Hours per week Coordinating university
1,5 ECTS B3 - Bachelor's programme 3. year Mathematics Evelyn Buckwar 1 hpw Johannes Kepler University Linz
Detailed information
Original study plan Bachelor's programme Technical Mathematics 2022W
Objectives Support to achieve the goals of the corresponding course.
Subject Introduction to stochastic processes, conditional expectation, Markov Chains, Poisson process, Wiener process, martingales.
Criteria for evaluation Presentation of exercises.
Language English and French
Changing subject? No
Further information Until term 2022S known as: TM1WCUEPROZ UE Stochastic processes
Earlier variants They also cover the requirements of the curriculum (from - to)
TM1WCUEPROZ: UE Stochastic processes (2001W-2022S)
On-site course
Maximum number of participants 25
Assignment procedure Direct assignment