100382 Stochastic Processes

Course offering details

Instructors: Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver

Type: Lecture

Org-unit:

Course Name Abbreviation: StochProc

Hours per week: 3

Credits: 7.50

Min. | Max. participants: - | -

Partial Grades:
Final Grade

Official Course Description:
Stochastic processes are nondeterministic phenomena evolving over time in a manner controlled by the laws of probability. Of particular interest in the study of their behaviour is the relationship between the future of a process and its past and also its long run behaviour. The theory of stochastic processes has a vast array of applications. The course will provide an introduction to the theory of stochastic processes, in particular: finite and countable Markov chains, random walks, first elements of diffusion processes, stationary processes.

Literature
Primary Text
  • Basic Stochastic Processes
Required Reading (To view a list click a category.)
Recommended Reading (To view a list click a category.)
Appointments
Date From To Room Instructors
1 Th, 4. Feb. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
2 Th, 4. Feb. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
3 Th, 11. Feb. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
4 Th, 11. Feb. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
5 Th, 18. Feb. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
6 Th, 18. Feb. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
7 Th, 25. Feb. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
8 Th, 25. Feb. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
9 Th, 4. Mar. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
10 Th, 4. Mar. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
11 Th, 11. Mar. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
12 Th, 11. Mar. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
13 Sat, 13. Mar. 2010 09:00 17:00 West Hall 8 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
14 Th, 18. Mar. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
15 Th, 18. Mar. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
16 Th, 25. Mar. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
17 Th, 25. Mar. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
18 Th, 8. Apr. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
19 Th, 8. Apr. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
20 Th, 15. Apr. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
21 Th, 15. Apr. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
22 Th, 22. Apr. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
23 Th, 22. Apr. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
24 Th, 29. Apr. 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
25 Th, 29. Apr. 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
26 Th, 6. May 2010 14:15 15:30 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
27 Th, 6. May 2010 15:45 17:00 East Hall 4 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
28 Tue, 11. May 2010 17:15 18:30 West Hall 8 Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
29 Sat, 22. May 2010 09:00 11:00 Lecture Hall Research II Prof. Dr. Angelika May; Prof. Dr. Marcel Oliver
Course specific exams
Description Date Instructors Mandatory
1. Final Grade No Date No
2. Final Grade No Date No
Contained in course catalogues
Course catalogue
Course Catalogue > School of Engineering and Science > Undergraduate Programs > Mathematics
Class Session Overview
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Instructors
Prof. Dr. Marcel Oliver
Prof. Dr. Angelika May