Stochastic Processes
The lecture adresses classical concepts from probability theory, filling gaps from previous lectures and advancing towards continuous time stochastic processes. We will discuss martingales and their convergence theory, weak convergence theory (including a proof of the central limit theorem) and then proceed towards the Brownian motion (including the Donsker theorem).
Team
Martin Slowik, Jessica Keller
Information
This is a mathematical lecture for master students (8 ECTS, Mathematik C).
Ilias: Please register to the lecture on Ilias. Further informations can be find there.
