[ 403MAMOSTPV22 ] VL Stochastic Processes

Workload Education level Study areas Responsible person Hours per week Coordinating university
3 ECTS M1 - Master's programme 1. year Mathematics Evelyn Buckwar 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Master's programme Industrial Mathematics 2023W
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.
Subject Introduction to stochastic processes, conditional expectation, Markov Chains, Poisson process, Wiener process, martingales.
Criteria for evaluation Oral exam
Methods Blackboard presentation
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
Changing subject? No
Earlier variants They also cover the requirements of the curriculum (from - to)
TMBPAVOPROZ: VO Stochastic processes (2001W-2022S)
On-site course
Maximum number of participants -
Assignment procedure Direct assignment