Stochastics 2 (Winter Semester 2006/07)
- Lecturer: Prof. Dr. Nicole Bäuerle
- Classes: Lecture (1073), Problem class (1074)
- Weekly hours: 4+2
Schedule | |||
---|---|---|---|
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 |
Lecturers | ||
---|---|---|
Lecturer | Prof. Dr. Nicole Bäuerle | |
Office hours: by appointment. | ||
Room 2.016 Kollegiengebäude Mathematik (20.30) | ||
Email: nicole.baeuerle@kit.edu | Problem classes | André Mundt |
Office hours: | ||
Room Kollegiengebäude Mathematik (20.30) | ||
Email: mundt@stoch.uni-karlsruhe.de |
Contents
This course covers classical topics from probability theory (such as Lebesgue-integral, convergence theorems, martingales) and their applications.
Prerequisites
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.
References
- 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.