Universität Wien
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250139 VO Selected topics in probability theory (2009S)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik

Details

Language: German

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 03.03. 11:00 - 11:45 Seminarraum
  • Wednesday 04.03. 11:00 - 12:30 Seminarraum
  • Tuesday 10.03. 11:00 - 11:45 Seminarraum
  • Wednesday 11.03. 11:00 - 12:30 Seminarraum
  • Tuesday 17.03. 11:00 - 11:45 Seminarraum
  • Wednesday 18.03. 11:00 - 12:30 Seminarraum
  • Tuesday 24.03. 11:00 - 11:45 Seminarraum
  • Wednesday 25.03. 11:00 - 12:30 Seminarraum
  • Tuesday 31.03. 11:00 - 11:45 Seminarraum
  • Wednesday 01.04. 11:00 - 12:30 Seminarraum
  • Tuesday 21.04. 11:00 - 11:45 Seminarraum
  • Wednesday 22.04. 11:00 - 12:30 Seminarraum
  • Tuesday 28.04. 11:00 - 11:45 Seminarraum
  • Wednesday 29.04. 11:00 - 12:30 Seminarraum
  • Tuesday 05.05. 11:00 - 11:45 Seminarraum
  • Wednesday 06.05. 11:00 - 12:30 Seminarraum
  • Tuesday 12.05. 11:00 - 11:45 Seminarraum
  • Wednesday 13.05. 11:00 - 12:30 Seminarraum
  • Tuesday 19.05. 11:00 - 11:45 Seminarraum
  • Wednesday 20.05. 11:00 - 12:30 Seminarraum
  • Tuesday 26.05. 11:00 - 11:45 Seminarraum
  • Wednesday 27.05. 11:00 - 12:30 Seminarraum
  • Wednesday 03.06. 11:00 - 12:30 Seminarraum
  • Tuesday 09.06. 11:00 - 11:45 Seminarraum
  • Wednesday 10.06. 11:00 - 12:30 Seminarraum
  • Tuesday 16.06. 11:00 - 11:45 Seminarraum
  • Wednesday 17.06. 11:00 - 12:30 Seminarraum
  • Tuesday 23.06. 11:00 - 11:45 Seminarraum
  • Wednesday 24.06. 11:00 - 12:30 Seminarraum
  • Tuesday 30.06. 11:00 - 11:45 Seminarraum

Information

Aims, contents and method of the course

We follow D. Williams "Probability with Martingales". The lecture provides an introduction to abstract Probability Theory. Some emphasis is put on the concept of Martingales, due to their significance in Mathematical Finance and other applications.

Basic knowledge in Measure theory will be useful, but no prior course in Probability Theory is required.

Assessment and permitted materials

oral exam.

Minimum requirements and assessment criteria

Examination topics

Reading list

D. Williams, Probability with Martingales, Cambridge University Press, 1991.
zum Nachschlagen: O. Kallenberg, Foundations of Modern Probability, Springer, 2002.

Association in the course directory

MSTV

Last modified: Mo 07.09.2020 15:40