Every winter semester
10 Credit points
For information on the duration of the modul, refer to the courses of study in which the module is used.
Non-official translation of the module descriptions. Only the German version is legally binding.
Students master advanced content and methods of stochastic analysis, in particular they are able to independently carry out very complex proofs in this area requiring a high level of mathematical expertise. They are able to model complex relationships using probabilistic structures as a basis for applications and to analyse these probabilistic structures mathematically, i.e. concretely:
Students will be introduced to current research questions in the area of Probability Theory. They are able to recognise and assess further development opportunities and research goals.
Furthermore, students recognise further-reaching connections to mathematical issues that have already been worked out. They can transfer and apply the knowledge and methods they have learnt so far to deeper mathematical problem areas. Students also expand their mathematical intuition as a result of more intensive study.
In combination with other in-depth modules, they will be able to write their own research papers, e.g. a master's thesis in the field of Probability Theory.
In the tutorials, students develop their ability to discuss mathematical topics and thus further prepare themselves for the requirements of the Master's module, in particular for the scientific discussion within the Master's seminar presentation and the defence of their Master's thesis.
The following advanced content of teaching is compulsory:
In addition, the following content of teaching can be covered, for example:
This module prepares the content of a master's thesis.
Solid knowledge of the basics of Stochastic Dynamics (theory of continuous-time martingales, Brownian motion) as in 24-M-PT-STP
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Module structure: 1 SL, 1 bPr 1
| Allocated examiner | Workload | LP2 |
|---|---|---|
|
Teaching staff of the course
Tutorials Stochastic Analysis
(exercise)
Regular completion of the exercises, each with a recognisable solution approach, as well as participation in the exercise groups for the module's lecture. As a rule, participation in the exercise group includes presenting solutions to exercises twice after being asked to do so as well as regular contributions to the scientific discussion in the exercise group, for example in the form of comments and questions on the proposed solutions presented. The organiser may replace some of the exercises with face-to-face exercises. |
see above |
see above
|
(electronic) written examination in presence of usually 120 minutes, oral examination in presence or remote of usually 40 minutes, A remote electronic written examination is not permitted.
| Degree programme | Profile | Recommended start 3 | Duration | Mandatory option 4 |
|---|---|---|---|---|
| Mathematical Economics / Master of Science [FsB vom 28.02.2025] | Mathematics | 1. o. 2. o. 3. | one semester | Compulsory optional subject |
| Mathematical Economics / Master of Science [FsB vom 28.02.2025] | Economics | 1. o. 2. o. 3. | one semester | Compulsory optional subject |
| Mathematics / Master of Science [FsB vom 28.02.2025] | 1. o. 2. o. 3. | one semester | Compulsory optional subject |
The system can perform an automatic check for completeness for this module.