Stochastic Processes - Interactive curriculae of TU Ilmenau
The interactive curriculae provide information on the degree programmes offered by the TU Ilmenau.
Please refer to the respective study and examination rules and regulations for the legally binding curricula (Annex Curriculum).
You can find all details on planned lectures and classes in the course catalogue.
Please note that this page is no longer updated. All modules and study plans from PO version 2021 onwards (Bachelor and Master study programs) are now available on the Campus Portal.
| module properties Stochastic Processes in degree program Master Data Science 2026 | |
|---|---|
| module number | 200450 |
| examination number | 2400802 |
| department | Department of Mathematics and Natural Sciences |
| ID of group | 2412 (Probability Theory and Mathematical Statistics) |
| module leader | Prof. Dr. Thomas Hotz |
| term | winter term only |
| language | Deutsch |
| credit points | 10 |
| on-campus program (h) | 67 |
| self-study (h) | 233 |
| obligation | elective module |
| exam | oral examination performance, 30 minutes |
| details of the certificate | |
| link to Moodle course | |
| teacher | |
| signup details for alternative examinations | |
| maximum number of participants | |
| previous knowledge and experience | Maßtheorie & Stochastik |
| learning outcome | Die Studierenden sind nach der Vorlesung und den sie begleitenden Übungen in der Lage, stochastische Prozesse im Rahmen der behandelten Modellklassen geeignet zu modellieren und das stochastische Verhalten dieser Modelle zu analysieren. |
| content | Grundlagen, Poisson-Prozess, Gaußsche Prozesse, Martingale, Markovprozesse, Brownsche Bewegung |
| media of instruction and technical requirements for education and examination in case of online participation | Tafel, Skript, Aufgaben, Software |
| literature / references | Durrett, R. (1996). Probability: Theory and Examples, 2nd edn, Wadsworth Publishing Company, Belmont, CA. Klenke, A. (2006). Wahrscheinlichkeitstheorie, 3rd edn, Springer, Berlin. Kallenberg, O. (2002). Foundations of Modern Probability, 2nd edn, Springer, New York. Durrett, R. (1999). Essentials of Stochastic Processes, Springer, New York. |
| evaluation of teaching | |