240607 Einfuehrung in die Stochastische Analysis (V) (WiSe 2011/2012)
Contents, comment
-
Die Vorlesung ist Teil einer Spezialisierungssequenz, die im SoSe 12 fortgesetzt werden wird. Alle Interessierten sind jedoch willkommen. Voraussetzungen sind ausser den Grundvorlesungen: Analysis III, Wahrscheinlichkeitstheorie I und II. Skripte zu diesen Vorlesungen stehen "uber die Homepage des Veranstalters zum Runterladen bereit. Das Skript zur geplanten Vorlesung selbst ebenfalls.
Zum Inhalt geh"oren u.a.:
1. Introduction to Pathwiese Ito-Calculus
2. (Semi-)Martingales and Stochastic Integration
3. Markov Processes
4. Girsanov Transformation
5. Potential Theory of Brownian Motion
Bibliography
-
Homepage des Dozenten: http://www.math.uni-bielefeld.de/~roeckner/teaching.html
Skriptum zur Vorlesung Wahrscheinlichkeitstheorie I + II: http://www.math.uni-bielefeld.de/~roeckner/teaching1112/wtheorie-gesamtskript.pdf
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mi | 12-14 | F1-125 | 10.10.2011-03.02.2012
not on: 12/28/11 / 1/4/12 |
|
| weekly | Fr | 12-14 | U2-232 | 10.10.2011-03.02.2012
not on: 12/30/11 / 1/6/12 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-M-P1 Profilierung 1 | Profilierungsvorlesung (mit Übung) - Typ 1 | Study requirement
|
Student information |
| - | Graded examination | Student information | |
| 24-M-P2 Profilierung 2 | Profilierungsvorlesung (mit Übungen) - Typ 1 | Study requirement
|
Student information |
| 24-M-PWM Profilierung Wirtschaftsmathematik | Profilierungsvorlesung (mit Übung) - Typ 1 | Study requirement
|
Student information |
| - | Graded examination | Student information | |
| 24-M-S2-SO Spezialisierung 2 - Stochastik und Optimierung | Masterkurs 2 Stochastik / Optimierung - Variante 1 | Study requirement
|
Student information |
| - | Graded examination | Student information | |
| 24-M-S2-ST Spezialisierung 2 - Stochastik | Masterkurs 2 Stochastik - Variante 1 | Study requirement
|
Student information |
| - | Graded examination | Student information | |
| 24-M-STA Vertiefung Stochastische Analysis | Stochastische Analysis | Study requirement
Graded examination |
Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Mathematik / Diplom | (Enrollment until SoSe 2008) | Wahl | 7. 8. | scheinfähig HS | |||
| Mathematik / Master | (Enrollment until SoSe 2011) | MM16S | Wahlpflicht | 3. | 9 | benotet HS | |
| Wirtschaftsmathematik / Diplom | (Enrollment until SoSe 2005) | Wahl | 7. 8. | scheinfähig HS | |||
| Wirtschaftsmathematik / Master | (Enrollment until SoSe 2011) | 3. |
- Address:
- WS2011_240607@ekvv.uni-bielefeld.de
- This address can be used by teaching staff, their secretary's offices as well as the individuals in charge of course data maintenance to send emails to the course participants. IMPORTANT: All sent emails must be activated. Wait for the activation email and follow the instructions given there.
- If the reference number is used for several courses in the course of the semester, use the following alternative address to reach the participants of exactly this: VST_26098783@ekvv.uni-bielefeld.de
- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Wednesday, July 13, 2011
- Last update rooms:
- Wednesday, July 13, 2011
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Mathematics
- Questions or corrections?
- Questions or correction requests for this course?
- Planning support
- Clashing dates for this course
- Links to this course
- If you want to set links to this course page, please use one of the following links. Do not use the link shown in your browser!
- The following link includes the course ID and is always unique:
- https://ekvv.uni-bielefeld.de/kvv_publ/publ/vd?id=26098783
- Send page to mobile
-
Click to open QR code
Scan QR code:
- ID
- 26098783