Stochastics II

Prof. Dr. Christian Bender

Steffen Meyer, M.Sc.

Winter semester 2019/20

Lecture

Tuesday 8:30-10:00 in SR 10 (316), building E2 4
Thursday 8:30-10:00 in SR 10 (316), building E2 4

If you have any questions regarding the lecture, please contact Steffen Meyer.

Tutorials

Wednesday, 10:15-11:45 in SR 6 (217), building E2 4, starting on the 30th October.

Literature

Karatzas, Shreve: Brownian motion and stochastic calculus.Springer.
Williams: Probability with martingales. Cambridge University Press.
Mörters, Peres: Brownian motion. Cambridge University Press.
 

Assignments

Assignment 01 (due date: 24th October 2019)
Assignment 02 (due date: 31st October 2019)
Assignment 03 (due date: 7th November 2019)
Assignment 04 (due date: 14th November 2019)
Assignment 05 (due date: 21st November 2019)
Assignment 06 (due date: 28th November 2019)
Assignment 07 (due date: 5th December 2019)
Assignment 08 (due date: 12th December 2019)
Assignment 09 (due date: 19th December 2019)
Assignment 10 (due date: 9th January 2020)
Assignment 11 (due date: 16th January 2020)
Assignment 12 (due date: 23th January 2020)
Assignment 13 (due date: 30th January 2020)