The course will be held in English.
Requirements: previous courses in analysis and probability theory (Stochastics I) are necessary.
The following books will be used as basic bibliography for the course:
 Bartle, R.: The Elements of Integration and Lebesgue Measure, 1995
 Grimmett, G. R. and Stirzaker, D. R. Probability and Random Processes, 2001
 Meintrup, D., Schäffler, S.: Stochastik: Theorie und Anwendungen, 2005
 Varadhan, S.: Probability Theory, 2001
 Stroock, D.: An introduction to Markov Processes, 2005
The main reference for the first part of the course will be . For the rest of the course, we will use  as a reference book.