Stochastic Processes - Modultafeln of TU Ilmenau
The Modultafeln have a pure informational character. The legally binding information can be found in the corresponding Studienplan and Modulhandbuch, which are served on the pages of the course offers. Please also pay attention to this legal advice (german only). Information on place and time of the actual lectures is served in the Vorlesungsverzeichnis.
| subject properties subject number 5812 - common information | |
|---|---|
| subject number | 5812 |
| department | Department of Mathematics and Natural Sciences |
| ID of group | 2412 (Group for Probability Theory and Mathematical Statistics) |
| subject 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 in major Master Mathematik und Wirtschaftsmathematik 2013 (AM), Master Mathematik und Wirtschaftsmathematik 2013 (WM) | |
|---|---|
| subject 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 | Pflichtevaluation: WS 2015/16 (Fach) Freiwillige Evaluation: Hospitation: WS 2018/19 |
| maximum number of participants | |