107.A16 Elements of mathematical Stochastics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2021W, VO, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture
  • Format: Online

Learning outcomes

After successful completion of the course, students are able to explain important theorems and definitions from the topics listed below and to apply the methods of the field to solving selected problems.

Subject of course

Supplementary chapters in probability theory such as random walk and the Wiener process, local time, inveriance principles, laws of the iterated logarithm, moment problem, exchangeability, infinitele divisible laws, probabilties on topological structures

Teaching methods

Lecture

Mode of examination

Oral

Additional information

Beginn der LV 5.10.2021

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed14:00 - 16:0006.10.2021 - 26.01.2022 Zoom Termin und Videos (LIVE)Elemente Math stoch
Elements of mathematical Stochastics - Single appointments
DayDateTimeLocationDescription
Wed06.10.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed13.10.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed20.10.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed27.10.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed03.11.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed10.11.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed17.11.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed24.11.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed01.12.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed15.12.202114:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed12.01.202214:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed19.01.202214:00 - 16:00 Zoom Termin und VideosElemente Math stoch
Wed26.01.202214:00 - 16:00 Zoom Termin und VideosElemente Math stoch

Examination modalities

exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
033 203 Statistics and Mathematics in Economics Mandatory elective
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Previous knowledge

measure theory

Miscellaneous

Language

German