19025 Lecture

SoSe 13: Stochastik II: Markovprozesse und stochastische Differentialgleichungen

Ehrhard Behrends

Comments

Inhalt 1. Maß- und Integrationstheorie 2. Grenzwertsätze auf maßtheoretischer Grundlage 3. Stochastische Prozesse 4. Ergodentheorie für Markov-Prozesse 5. Markov-Ketten-Monte-Carlo (MCMC) 6. Martingale Voraussetzungen Stochastik I, Analysis I und II Literatur [1] K. Chung: Markov chains with stationary transition probabilities, Springer, Berlin, 1960. [2] J. Elstrodt: Maß- und Integrationstheorie (4. Aufl.), Springer, Berlin 2005. [3] S.P. Meyn, R.L. Tweedie: Markov Chains and Stochastic Stability, Springer, London, 1994. [4] H. Bauer: Wahrscheinlichkeitstheorie (4. Aufl.), de Gruyter, Berlin, 1991 close

27 Class schedule

Regular appointments

Tue, 2013-04-09 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-04-16 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-04-23 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-04-30 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-05-07 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-05-14 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-05-21 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-05-28 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-06-04 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-06-11 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-06-18 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-06-25 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-07-02 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Tue, 2013-07-09 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-04-11 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-04-18 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-04-25 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-05-02 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-05-16 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-05-23 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-05-30 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-06-06 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-06-13 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-06-20 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-06-27 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-07-04 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Thu, 2013-07-11 08:00 - 10:00

Lecturers:
Univ.-Prof. Dr. Ehrhard Behrends

Location:
SR 032/A6 Seminarraum (Arnimallee 6)

Subjects A - Z