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| Detailinformationen |
| Quellcurriculum |
Masterstudium Industrial Mathematics 2024W |
| Ziele |
(*)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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| Lehrinhalte |
(*)Introduction to stochastic processes, conditional expectation, Markov Chains, Poisson process, Wiener process, martingales.
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| Beurteilungskriterien |
(*)Oral exam
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| Lehrmethoden |
(*)Blackboard presentation
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| Abhaltungssprache |
Englisch |
| Literatur |
(*)- 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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| Lehrinhalte wechselnd? |
Nein |
| Frühere Varianten |
Decken ebenfalls die Anforderungen des Curriculums ab (von - bis)
TMBPAVOPROZ: VO Stochastische Prozesse (2001W-2022S)
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