printlogo
http://www.ethz.ch/index_EN
Department of Mathematics
 
print
  

Applied Stochastic Processes

Please note that this page is old.
Check in the VVZ for a current information.
Lecturer Prof. Dr. Antti Knowles
Lecture Tuesday

Thursday

08-10

08-09

HG G 3 

HG D 5.2 

Coordinator Thomas Cayé
Exercises Thursday 09-10 

12-13

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.

Topics

Prerequisites

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.

References

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.

 

Wichtiger Hinweis:
Diese Website wird in älteren Versionen von Netscape ohne graphische Elemente dargestellt. Die Funktionalität der Website ist aber trotzdem gewährleistet. Wenn Sie diese Website regelmässig benutzen, empfehlen wir Ihnen, auf Ihrem Computer einen aktuellen Browser zu installieren. Weitere Informationen finden Sie auf
folgender Seite.

Important Note:
The content in this site is accessible to any browser or Internet device, however, some graphics will display correctly only in the newer versions of Netscape. To get the most out of our site we suggest you upgrade to a newer browser.
More information

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