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Die folgenden Informationen sind noch nicht freigegeben und deshalb unverbindlich: Stochastic Processes SemesterWiSe 2025 / 26 Lecturer Richard Höfer Type of course (Veranstaltungsart) Vorlesung German title Stochastische Prozesse Contents Stochastic processes are the fundamental objects for time dependent phenomena that involve randomness. Applications range from physics, biology, and chemistry over information theory, machine learning, to finance. We study stochastic processes both in discrete and continuous time. The content of the course includes conditional expectations, Markov chains and processes, martingals, recurrence and transience, Poisson processes, random walks, Brownian motion. There will be a course Stochastic Analysis in summmer 2026 where we develop the theory of stochastic integration and stochastic differential equations. Literature Kersting, Walkobinger: Stochastische Prozesse Klenke: Wahrscheinlichkeitstheorie. Durrett: Probability: Theory and examples Breiman: Probability. Norris: Markov chains. Recommended previous knowledge Lineare Algebra, Analysis, Introduction to probability theory. Knowledge in Functionalanalysis, partial differential equations or optimization is helpful but not required Time/Date Mon 10-12, Thu 8-10; Exercise: Wed 12-14 Location Mon: M 103, Thu: M 102; Exercise PHY 5.0.20 Course homepage https://elearning.uni-regensburg.de/course/view.php?id=71686 (Disclaimer: Dieser Link wurde automatisch erzeugt und ist evtl. extern) Registration
BV, MV, MAngAn ECTS 9 |