Probability Theory III
Nicolas Perkowski, N.N.
Comments
Stochastic analysis is the study of stochastic processes that evolve in continuous time. We will treat the following subjects, among others:
Gaussian processes; Brownian motion, construction and properties; filtrations and stopping times; continuous time martingales; continuous semimartingales; quadratic variation; stochastic integration; Itô’s formula; Girsanov’s theorem and change of measure; time change; martingale representation; stochastic differential equations and diffusion processes, connections with partial differential equations.
Detailed Information can be found on the Homepage of 19208001 Stochastics III.
close32 Class schedule
Regular appointments
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)
Location:
T9/046 Seminarraum (Takustr. 9)