Wahrscheinlichkeitstheorie 2 (Probability Theory 2)

The lectures covers classical topics from the theory of stochastic processes in general state spaces. We discuss measurability issues on the space of trajectories and general conditional expectations which are then used to discuss martingales, Markov processes and Brownian motion.



The lectures are suspended until the end of 19 April.  We will upload notes and solutions for self-learning. 

Lecture notes for the week 16.03.2020–20.03.2020.