19212511
Seminar
WiSe 16/17: Seminar zur Stochastik
Felix Höfling
Additional information / Pre-requisites
First meeting, 19 October 14:00, R. 108/109, 1st floor, Arnimallee 6. Further seminar dates to be discussed at first meeting
Requirements: Stochastics I, Analysis ... read more
Comments
p>Selected topics on stochastic processes with applications in natural sciences and finance.
Possible subjects for seminar talks are:
Lévy processes
Linear filtering ... read more
Suggested reading
Literaturliste wird zu Beginn der Veranstaltung bekanntgegeben.