[ 201WTMSSTPU22 ] UE Stochastic Processes
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| 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 |
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| Detailed information |
| Original study plan |
Bachelor's programme Technical Mathematics 2023W |
| Objectives |
Support to achieve the goals of the corresponding course.
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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 |
Presentation of exercises.
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| 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)
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| On-site course |
| Maximum number of participants |
25 |
| Assignment procedure |
Direct assignment |
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