312.180 (20S) Stochastic Processes
Overview
- Lecturer
- Course title german Stochastic Processes
- Type Lecture
- Hours per Week 2.0
- ECTS credits 3.0
- Registrations 21
- Organisational unit
- Language of instruction English
- possible language(s) of the assessment English
- Course begins on 05.03.2020
- eLearning Go to Moodle course
Time and place
Course Information
Intended learning outcomes
The students should be able to define a stochastic process.
The students should be able to work with Markov chains.
The students should understand martingales.
The students should know Brownian motion and properties thereof.
The students should know Poisson processes and compound Poisson processes.
Teaching methodology including the use of eLearning tools
Lecture with practical examples
Combination of slides and blackboard
Course content
Examples and Definitions
Markov chains
Martingales
Brownian motion
Poisson process
Compound Poisson process
Prior knowledge expected
Stochastics 2
Examination information
Modified examination information (exceptional COVID-19 provisions)
The written exam takes place on June 26.
Examination methodology
There will be a final exam, presumably at the end of June.
The point scheme is as follows:
100-87 p. -> 1
86-75 p. -> 2
74-62 p. -> 3
61-50 p. -> 4
49-0 p. -> 5
Examination topic(s)
Everything that is covered in the lecture.
If additional reading is required for the lecture, this will be clearly announced in the lecture.
Assessment criteria / Standards of assessment for examinations
The mark depends only on the number of points the student achieves at the final exam.
Grading scheme
Grade / Grade grading schemePosition in the curriculum
- Thematic Doctoral Programme Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(SKZ: ---, Version: 16W.1)
-
Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Compulsory subject)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
-
Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Compulsory subject)
- Masterstudium Mathematics
(SKZ: 401, Version: 18W.1)
-
Subject: Statistics
(Compulsory subject)
-
3.2 Stochastic Processes (
2.0h VO / 3.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
3.2 Stochastic Processes (
2.0h VO / 3.0 ECTS)
-
Subject: Statistics
(Compulsory subject)
- Master's degree programme Technical Mathematics
(SKZ: 401, Version: 13W.1)
-
Subject: Statistik
(Compulsory subject)
-
Stochastische Prozesse 1 (
3.0h VU / 5.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
Stochastische Prozesse 1 (
3.0h VU / 5.0 ECTS)
-
Subject: Statistik
(Compulsory subject)
- Doctoral programme Doctoral programme in Technical Sciences
(SKZ: 786, Version: 12W.4)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
Equivalent courses for counting the examination attempts
-
Sommersemester 2024
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2023
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2022
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2021
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2019
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)