Partielle Differentialgleichungen (WiSe 2025/26) (Prof. Dr. Rupert Frank)

Probestudium (WiSe 2025/26) (Andreas Rosenschon)

Seminar Stochastic Differential Equations (WiSe 2025/26) (Alexander Kalinin)

Reading Course: Martingales in Continuous Time (WiSe 2025/26) (Alexander Kalinin)

Stochastic Processes (WiSe 2025/26) (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

Problemlabs (WiSe 2025/26)

LaTeX-Einführungskurs (WiSe 2025/26) (Callies)

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

Mathematical statistical physics 2 (WiSe 2025/26) (Sabine Jansen)

Stochastik (WiSe 2025/26) (Sabine Jansen)

Optimierung (WiSe 2025/26) (Perkkiö)

Fourier series (Fou) (Thomas Sørensen)

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Lineare Algebra (Informatik) (WiSe 2025/26) (Paula Reichert)

Mathematische und statistische Methoden (Pharmazie) (WiSe 2025/26) (Paula Reichert)

Riemannian Geometry II (WiSe 2025/26) (Lange, Beyrer)

Topology I (Leeb, Beyrer)

Mathematik für Naturwissenschaftler I (WiSe 2025/26) (Kajetan Söhnen)

Tutortraining 2025