Stochastics II

Prof. Dr. Henryk Zähle

Tristan Bergmann, MSc.

Winter Term 2022/2023

Please contact Tristan Bergmann if you have any questions about this course.

Prerequisites

Stochastics I, and basic lectures in analysis and linear algebra (e.g. Analysis 1-3, Linear Algebra 1-2).

This course is intended for students of Mathematics or Mathematics & Computer Science. Participation in the course requires a basic education in mathematics and a profound knowledge in measure theoretic probability theory (as is taught in the course Stochastics I).

Language

The course will be held in English unless all participants speak German.

Lecture

Tuesday and Thursday, 10-12 am, in Seminar Room 6 in Building E 2.4

Tutorial

Wednesday, 12:00-14:00, in Seminar Room 8 in Building E 2.4.

Assignments

There will be weekly assignments.

Exam

At the end of the term, there will be an oral exam.

Course material

Course material will be made available on Moodle. The enrolment key for the Moodle section of the course will be available in the first lecture.