702713 Introduction to Higher Stochastics

winter semester 2013/2014 | Last update: 19.03.2014 Place course on memo list
702713
Introduction to Higher Stochastics
VO 2
4
weekly
annually
English

Students who have completed the course have
understood the content of the lectures and are able to reproduce and to apply it. They are able to acquire similar contents independently.

Introduction to Gaussian processes, in particular the  Brownian motion, and stochastic integration. It^o's formula and
applications.

Lecture, assessment is based on a single examination at the end of the course.

Course examination according to § 7, statute section on "study-law regulations"

Will be discussed in the first lesson.

Beginning:07.10.2013

07.10.2013
Group 0
Date Time Location
Tue 2013-10-08
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-10-15
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-10-22
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-10-29
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-11-05
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-11-12
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-11-19
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-11-26
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-12-03
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-12-10
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2013-12-17
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2014-01-07
10.15 - 12.00 HSB 9 HSB 9 Barrier-free
Tue 2014-01-14
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2014-01-21
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2014-01-28
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2014-02-04
08.15 - 10.00 HSB 9 HSB 9 Barrier-free
Tue 2014-02-04
09.00 - 13.00 HS E (Technik) HS E (Technik) Barrier-free Vorlesungs- und Proseminarprüfung