Studienhandbuch | UE Stochastic Processes

Inhalt

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 2023W
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
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