Department

Stochastic Processes (HS 2018)

Lectures: Monday and Tuesday 10:15-12:00, Spiegelgasse 5, Room 05.001

Exercises: Thursday 8:15-10:00, Spiegelgasse 5, Room 05.001 (assistant T. Hayder)

Summary: This course gives an introduction to the theory of stochastic processes in continuous time. The following topics will be discussed:

Lectures content:

Questions for exercises:

Literature:

Lecture notes: a script will be written during the semester (in the mean time: handwritten notes for a similar lecture from 2015 [PDF])