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Stochastics 2 (Winter Semester 2006/07)

Lecture: Monday 11:30-13:00 Anorganische Chemie AOC 101 Begin: 23.10.2006
Thursday 9:45-11:15 Neuer Hörsaal
Problem class: Wednesday 14:00-15:30 Bauingenieure, Großer Hörsaal


This course covers classical topics from probability theory (such as Lebesgue-integral, convergence theorems, martingales) and their applications.


Knowledge based on the lecture Stochastics 1.

Problem sheets (in German)

st2_aufg_01_ws0607.pdf|Sheet 1 with st2_lsg_01_ws0607.pdf|solutions
st2_aufg_02_ws0607.pdf|Sheet 2 with st2_lsg_02_ws0607.pdf|solutions
st2_aufg_03_ws0607.pdf|Sheet 3 with st2_lsg_03_ws0607.pdf|solutions
st2_aufg_04_ws0607.pdf|Sheet 4

Examples from the problem classes.


  • Bauer: Wahrscheinlichkeitstheorie. 5th edition, De Gruyter, Berlin, 2002.
  • Billingsley: Probability and measure. 3rd edition, Wiley, New York, 1995.
  • Chow, Teicher: Probability theory. 3rd edition, Springer, Berlin, 1997.
  • Durrett: Probability: Theory and examples. 2nd edition, Duxbury Print, Belmont, 1995.
  • Feller: An introduction to probability theory and its applications. Vol. I/II. J. Wiley\& Sons, New York, 1970/71.
  • Galambos: Advanced probability theory. 2nd edition, Dekker, New York, 1995.
  • Gut: Probability: A graduate course. Springer, Berlin, 2005.
  • Hesse: Angewandte Wahrscheinlichkeitstheorie. Vieweg, Braunschweig, 2003.
  • Jacod, Protter: Probability essentials. 2nd edition, Springer, Berlin, 2003.
  • Shiryaev: Probability. 2nd edition, Springer, Berlin, 1996.

An extended list of references can be found here.