Course catalog

19212901

SoSe 17: Stochastik II

Felix Höfling

Comments

This lecture primarily adresses BSc. and MSc Mathematics students but is also suitable as an elective for physics students. Exercises are mandatory as they complement the lecture. Lecture will be held in either German or English. Scripts are in English. close

Suggested reading

Øksendal: Stochastic Differential Equations (Springer, 2010)
Klenke: Wahrscheinlichkeitstheorie (Springer, 2013)
Meintrup und Schäffler: Stochastik (Springer, 2005)
Gardiner: Handbook of Stochastic Methods (Springer, 2004)
van Kampen: Stochastic Processes in Physics and Chemistry (Elsevier, 2007)

further readingr:
Dynkin: Markov processes (Springer, 1965)
Feller: Probability Theory and Its Applications, vol. 1 + 2 (Wiley, 1968-1971)
Kallenberg: Foundations of modern probability (Springer, 2002)

close

25 Class schedule

Additional appointments

Tue, 2017-07-25 10:00 - 12:00

Klausur

Location:
1.3.14 Hörsaal A (Arnimallee 14)

Tue, 2017-10-10 10:00 - 12:00

Nachklausur

Location:
1.3.14 Hörsaal A (Arnimallee 14)

Regular appointments

Wed, 14:00 - 16:00 14 Class schedule

Wed, 2017-04-19 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-04-26 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-05-03 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-05-10 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-05-17 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-05-24 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-05-31 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-06-07 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-06-14 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-06-21 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-06-28 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-07-05 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-07-12 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Wed, 2017-07-19 14:00 - 16:00

Lecturers:
Univ.-Prof. Dr. Felix Höfling

Location:
A6/SR 007/008 Seminarraum (Arnimallee 6)

Mon, 14:00 - 16:00 11 Class schedule

Mon, 2017-04-24 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-05-08 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-05-15 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-05-22 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-05-29 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-06-12 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-06-19 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-06-26 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-07-03 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-07-10 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Mon, 2017-07-17 14:00 - 16:00

Location:
A6/SR 032 Seminarraum (Arnimallee 6)

Back to list of modules

Location: Mo SR 032/A6 Seminarraum (Arnimallee 6), Mi SR 007/008/A6 Seminarraum (Arnimallee 6)

Schedule: Mo 14:00-16:00, Mi 14:00-16:00, zusätzliche Termine siehe LV-Details

Class starts on: 2017-04-19

Course language: German/English

Contact hours: 4

Number of participants: 60

Limited attendance: Yes

Attendance required: No

Modules where this course belongs: