19212901
Lecture
SoSe 23: Stochastics II
Felix Höfling
Additional information / Pre-requisites
Prerequisite: Stochastics I and Analysis I — III.
Comments
Contents:
- Construction of stochastic processes;
- conditional expectation;
- martingales and Markov chains in discrete time;
- weak convergence;
- first time-continuous processes (in particular Brownian motion)
27 Class schedule
Additional appointments
Wed, 2023-07-26 10:00 - 12:00Stochastik II
Thu, 2023-10-12 14:00 - 16:00
Klausur
Regular appointments
Wed, 2023-04-19 14:00 - 16:00
Wed, 2023-04-26 14:00 - 16:00
Wed, 2023-05-03 14:00 - 16:00
Wed, 2023-05-10 14:00 - 16:00
Wed, 2023-05-17 14:00 - 16:00
Wed, 2023-05-24 14:00 - 16:00
Wed, 2023-05-31 14:00 - 16:00
Wed, 2023-06-07 14:00 - 16:00
Wed, 2023-06-14 14:00 - 16:00
Wed, 2023-06-21 14:00 - 16:00
Wed, 2023-06-28 14:00 - 16:00
Wed, 2023-07-05 14:00 - 16:00
Wed, 2023-07-12 14:00 - 16:00
Wed, 2023-07-19 14:00 - 16:00
Thu, 2023-04-20 14:00 - 16:00
Stochastik II
Thu, 2023-04-27 14:00 - 16:00
Stochastik II
Thu, 2023-05-04 14:00 - 16:00
Stochastik II
Thu, 2023-05-11 14:00 - 16:00
Stochastik II
Thu, 2023-05-25 14:00 - 16:00
Stochastik II
Thu, 2023-06-01 14:00 - 16:00
Stochastik II
Thu, 2023-06-08 14:00 - 16:00
Stochastik II
Thu, 2023-06-15 14:00 - 16:00
Stochastik II
Thu, 2023-06-22 14:00 - 16:00
Stochastik II
Thu, 2023-06-29 14:00 - 16:00
Stochastik II
Thu, 2023-07-06 14:00 - 16:00
Stochastik II
Thu, 2023-07-13 14:00 - 16:00
Stochastik II
Thu, 2023-07-20 14:00 - 16:00
Stochastik II