Stochastic Models
ZIELGRUPPE
- PhD Statistics and OR
LEHRVERANSTALTUNGS-TYP
UK (prüfungsimmanent)
UNTERRICHTSSPRACHE
ENGLISH
1. ZIELE
To present modern concepts for stochastic processes
2. INHALTE
Types of stochastic processes: discrete time, continuous time, discrete space and continuous space, Markov-Chains and -Processes, ergodicity, Martingales, Wiener Process, stochastic differential equations
3. LITERATUR
Additional reading material may be announced in the lecture.
4. LEISTUNGSKONTROLLE
Oral Exam