19212901
Lecture
SoSe 21: Stochastics II
Felix Höfling
Additional information / Pre-requisites
Prerequisite: Stochastics I and Analysis I — III.
Comments
Contents:
- Construction of stochastic processes;
- conditional expectation;
- martingales and Markov chains in discrete time;
- weak convergence;
- first time-continuous processes (in particular Brownian motion)
26 Class schedule
Additional appointments
Wed, 2021-07-21 14:00 - 16:00Stochastik II - Klausur 2
Tue, 2021-10-12 10:00 - 14:00
Stochastik II - zweite Klausur
Regular appointments
Mon, 2021-04-12 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-04-19 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-04-26 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-05-03 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-05-10 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-05-17 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-05-31 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-06-07 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-06-14 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-06-21 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-06-28 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-07-05 12:00 - 14:00
Stochastik II (Serientermin 1)
Mon, 2021-07-12 12:00 - 14:00
Stochastik II (Serientermin 1)
Thu, 2021-04-15 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-04-22 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-04-29 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-05-06 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-05-20 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-05-27 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-06-03 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-06-10 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-06-17 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-06-24 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-07-01 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-07-08 14:00 - 16:00
Stochastik II (Serientermin 2)
Thu, 2021-07-15 14:00 - 16:00
Stochastik II (Serientermin 2)