- Trainer/in: Rupert Frank
- Trainer/in: Peter Madsen
- Trainer/in: David Scholz
- Trainer/in: Katharina Novikov
- Trainer/in: Andreas Rosenschon
- Trainer/in: Alexander Kalinin
- Trainer/in: Alexander Kalinin
Course Description
In this lecture, we will consider various classes of stochastic processes that may differ in their state spaces and underlying index sets with a special focus on Gaussian, Lévy and Markov processes. In summary, the lecture will be divided into three core topics: the construction, the path behaviour and the probabilistic analysis of general stochastic processes.
Target Participants
- Master students of Mathematics and Financial and Insurance Mathematics
Pre-requisites
- Probability theory and measure and integration theory
- Trainer/in: Alexander Kalinin
Blockkurs in der vorlesungsfreien Zeit, in dem die Grundlagen des Textsatzsystems LaTeX und speziell die Erstellung mathematischer Texte behandelt werden. Nähere Informationen zum Ablauf finden Sie auf der Webseite des Kurses.
Einschreibeschlüssel: LaTeX2025
- Trainer/in: Mechtild Callies
- Trainer/in: Sabine Jansen
- Trainer/in: Fabian Nolte
- Trainer/in: Julian Becker
- Trainer/in: Ari-Pekka Perkkiö
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Signing up opens 06. October 2025.
Signing up opens 06. October 2025.
- Trainer/in: Maximilian Duell
- Trainer/in: Thomas Sørensen
- Trainer/in: Tamas Makai
- Trainer/in: Paula Reichert-Schürmer
- Trainer/in: Paula Reichert-Schürmer
- Trainer/in: Jonas Beyrer
- Trainer/in: Christian Lange
- Trainer/in: Jonas Beyrer
- Trainer/in: Christian Lange
- Trainer/in: Bernhard Leeb
- Trainer/in: Sebastian Hensel
- Trainer/in: Alexander Rachel
- Trainer/in: Paula Reichert-Schürmer
- Trainer/in: Kajetan Söhnen