Department

Stochastic Analysis (HS 2020)

Lectures: Monday and Tuesday 10:15-12:00, online via Zoom, link in ADAM

Exercises: Thursday 8:15-10:00, online via Zoom (assistant Ramon Locher)

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

Lectures content will be provided in form of handwritten notes from the lectures and pointers to the literature on ADAM. Video recordings will be made available on demand.

Questions for exercises: will appear here or on ADAM.

Literature: