Department of Mathematics

Applied Stochastic Processes

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Lecturer Prof. Dr. Antti Knowles
Lecture Tuesday




HG G 3 

HG D 5.2 

Coordinator Thomas Cayé
Exercises Thursday 09-10 


HG D 5.2
HG D 5.2

Course description

This course gives an introduction to the modelling of random phenomena in time. Randomly developing systems are described mathematically by stochastic processes indexed by a scalar parameter interpreted as time. The goal of this course is to introduce important classes of stochastic processes, to study their properties and to present examples in which these processes frequently occur in applications.



It is expected that students are familiar with (measure-theoretic) probability theory as taught in the standard course "Wahrscheinlichkeitstheorie".

Examination details

Exercise classes

Details of the exercise classes can be found here.


Assistant hours

During the semester office hours are held on Mondays and Thursdays at 12:00-13:00 in HG G 32.6.

There will also be pre-exam office hours in HG G 32.6, for more information, click here.


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© 2016 Mathematics Department | Imprint | Disclaimer | 11 February 2015