Stochastic Processes - Modultafeln of TU Ilmenau
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module properties module number 5812 - common information | |
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module number | 5812 |
department | Department of Mathematics and Natural Sciences |
ID of group | 2412 (Group for Probability Theory and Mathematical Statistics) |
module leader | Prof. Dr. Thomas Hotz |
language | Deutsch |
term | Wintersemester |
previous knowledge and experience | maßtheoretisch fundierte Wahrscheinlichkeitstheorie |
learning outcome | Die Studierenden sind in der Lage, stochastische Prozesse geeignet zu modellieren und zu analysieren. |
content | Grundlagen, Poisson-Prozess, Gaußsche Prozesse, Martingale in diskreter Zeit, Markovketten, Brownsche Bewegung |
media of instruction | Tafel, Skript, Aufgaben, Software |
literature / references | Durrett, R. (1996). Probability: Theory and Examples, 2nd edn, Wadsworth Publishing Company, Belmont, CA. |
evaluation of teaching | Pflichtevaluation: WS 2015/16 (Fach) Freiwillige Evaluation: Hospitation: WS 2018/19 |
Details reference subject | |
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module name | Stochastic Processes |
examination number | 2400185 |
credit points | 5 |
SWS | 4 |
on-campus program (h) | 45 |
self-study (h) | 105 |
Obligation | obligatory |
exam | oral examination performance, 30 minutes |
details of the certificate | |
Signup details for alternative examinations | |
maximum number of participants |
Details in major Master Mathematik und Wirtschaftsmathematik 2013 (WM), Master Mathematik und Wirtschaftsmathematik 2013 (AM) | |
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module name | Stochastic Processes |
examination number | 2400185 |
credit points | 5 |
on-campus program (h) | 45 |
self-study (h) | 105 |
Obligation | obligatory |
exam | oral examination performance, 30 minutes |
details of the certificate | |
Signup details for alternative examinations | |
maximum number of participants |