PULS
Foto: Matthias Friel
- Durett, R. : Essentials of stochastic processes, 1999- Klenke, A. : Probability Theory, A Comprehensive Course, 2. Auflage Springer 2014- Mörters, P. and Peres, Y. : Brownian motion, Cambridge Univ. Press 2010
Oral or written exam
This course provides a general detailed introduction into the stochastic integration theory with respect to the Brownian motion and the field of stochastic differential equations. The concepts taught are highly relevant for many areas of statistics, (numerical) analysis as well as financial and insurance mathematics. Stochastic analysis is also the basis for many models in the natural and social sciences or engineering.
Master of Mathematics, Master in Data Science, Master in Physics
© Copyright HISHochschul-Informations-System eG