Universität Wien
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250068 VO Stochastic processes (2024W)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik
Moodle
We 22.01. 16:45-18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß

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Details

Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 02.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 04.10. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 09.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 11.10. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 16.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 18.10. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 23.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 25.10. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 30.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 06.11. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 08.11. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 13.11. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 15.11. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 20.11. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 22.11. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 27.11. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 29.11. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 04.12. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 06.12. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 11.12. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 13.12. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 08.01. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 10.01. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.01. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 17.01. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 24.01. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 29.01. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 31.01. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

This class is a introductory class on stochastic processes. The following topics will be covered
Discrete time Markov chains: definition, basic properties
Long-term behaviour of stochastic processes
Martingale Theory

Assessment and permitted materials

Written exam

Minimum requirements and assessment criteria

Registered students should have some prior knowledge of probability theory. No knowledge on measure theory is required.
At the end of the semester, students should have a good understanding of the material covered in class and in the notes.

Examination topics

All of the above

Reading list

Notes will be available on Moodle.

Association in the course directory

MBIP; MSTP

Last modified: Mo 23.09.2024 14:47