CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...

Course syllabus: We will start by developing the theory of Markov chains further, explore their relations to martingales and give applications to the solution of Dirichlet problem and maximum (resp.

Stochastic analysis is a fundamental branch of probability theory which is linked to diverse areas of mathematics (e.g. partial differential equations, mathematical physics, geometry) and finds ...

This course is available on the MSc in Risk and Stochastics, MSc in Statistics (Financial Statistics) and MSc in Statistics (Financial Statistics) (Research). This course is available with permission ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...