240101 Wahrscheinlichkeitstheorie II (V) (SoSe 2006)
Contents, comment
-
Die Vorlesung ist eine Fortsetzung der Mass- und Wahrscheinlichkeitstheorie aus dem WS 05/06.
Es werden Eigenschaften der Brownschen Bewegung behandelt. Danach folgt eine Einfuehrung in
die stochastische Integration sowie in die Martingaltheorie mit Anwendungen auf Optionsmodelle.
Falls zeitlich moeglich, soll auch auf einige Grundbegriffe der Statistik der
stochastischer Prozesse eingegangen werden.
Requirements for participation, required level
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Mass- und Wahrscheinlichkeitstheorie I
Bibliography
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Breiman: Probability
Karatzas, Schreve: Brownian Motion and stochastic Calculus
Williams: Probability with Martingales
Durett: Stochastic Calculus
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Di | 10-12 | V2-213 | 03.04.-14.07.2006 | |
| weekly | Do | 10-12 | V2-216 | 03.04.-14.07.2006 |
Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Mathematik / Bachelor | (Enrollment until SoSe 2007) | Kernfach | M.M.10 | Wahlpflicht | 4. 5. 6. | 7 | benotet |
| Mathematik / Diplom | (Enrollment until SoSe 2008) | 4. 5. 6. 7. 8. | HS | ||||
| Mathematik / Lehramt Sekundarstufe II | D | 4. 5. 6. 7. 8. | HS | ||||
| Mathematik (Gym/Ge fortgesetzt) / Master of Education | (Enrollment until SoSe 2014) | M.M.10 | Wahlpflicht | 2. 3. | 7 | benotet | |
| Wirtschaftsmathematik / Diplom | (Enrollment until SoSe 2005) | 4. 5. 6. 7. 8. | GS und HS |
No more requirements
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- Thursday, September 26, 2013
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- Wednesday, March 22, 2006
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
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- Faculty of Mathematics
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