Duration:
1 Semester | Turnus of offer:
normally each year in the winter semester | Credit points:
4 |
Course of studies, specific field and terms: - Master MES 2020 (optional subject), mathematics / natural sciences, Arbitrary semester
- Master MES 2014 (optional subject), mathematics / natural sciences, 1st or 2nd semester
- Master Computer Science 2012 (optional subject), advanced curriculum stochastics, 2nd or 3rd semester
- Master CLS 2010 (compulsory), mathematics, 1st or 3rd semester
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Classes and lectures: - Stochastic processes and modeling (exercise, 1 SWS)
- Stochastic processes and modeling (lecture, 2 SWS)
| Workload: - 20 Hours exam preparation
- 55 Hours private studies and exercises
- 45 Hours in-classroom work
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Contents of teaching: | - Conditional expectation
- Stochastic processes
- Filtrations
- Martingales
- Brownian motion
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Qualification-goals/Competencies: - Students can name stochastic processes on the basis of selected process classes and explain their properties.
- They have deepened the stochastic way of thinking and can explain the evidence of the lecture.
- They can explain and apply basic ideas and concepts of stochastic analysis.
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Grading through: |
Requires: |
Responsible for this module: Teachers: |
Literature: - :
- :
- Ioannis Karatzas, Steven E. Shreve: Brownian Motion and Stochastic Calculus - Springer Verlag, 2nd edition, 1991
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Language: - German and English skills required
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Notes:Prerequisites for attending the module: - None (The competences of the required modules are required for this module, but the modules are not a prerequisite for admission). Prerequisites for the exam: - Preliminary examinations can be determined at the beginning of the semester. If preliminary work has been defined, it must have been completed and positively assessed before the initial examination. |
Letzte Änderung: 4.12.2019 |
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