Probability and Stochastic Analysis - University of Bonn

Prof. Dr. Anton BovierKaveh Bashiri

Stochastic Processes
Sommersemester 2017



Start of the lecture:18th April 2017,
Place:Kleiner Hörsaal (Wegelerstr. 10),
Time:Tuesday  8-10,
Friday  10 - 12.

Lecture notes

The lecture notes for this course can be found here.


  • L.C.D. Rogers and D. Williamson, Diffusions, Markov processes and martingales. Vol. 1, Cambridge University Press
  • Y.S. Chow and H. Teicher, Probability theory. Independence, interchangeability, martingales. Springer, 1997
  • Achim Klenke, Wahrscheinlichkeitstheorie, Springer 2006

Exercise Classes

Exercise Classes:1.)  Monday 16-18 in room 0.007 in the MZ,
2.)  Tuesday 10-12 in room 0.007 in the MZ,
2'.)  Tuesday 10-12 in "Kleiner Hörsaal", Starts 8th of May
3.)  Friday 14 - 16 in room 0.007 in the MZ,
Start of the exercise classes:In the second week of the lecture period,
Collection of the exercise sheets:Fridays before the lecture.

Admission criteria 

  • Each group can consist of maximally 3 persons,
  • Each group needs to gain at least 50% of all the points,
  • Each group has to submit at least 90% of all the exercise sheets.

Exercise Sheets

Sheet 0, (Exercises for the tutorials in the second week of the lecture period)
Sheet 1, (Hand in Friday, 28th April 2017)
Sheet 2, (Hand in Friday, 5th May 2017)
Sheet 3, (Hand in Friday, 12th May 2017)
Sheet 4, (Hand in Friday, 19th May 2017)
Sheet 5, (Hand in Friday, 26th May 2017)
Sheet 6, (Hand in Friday, 2nd June 2017)
Sheet 7, (Hand in Friday, 16th June 2017)
Sheet 8, (Hand in Friday, 23rd June 2017)
Sheet 9, (Hand in Friday, 30th June 2017)
Sheet 10, (Hand in Friday, 7th July 2017)
Sheet 11, (Hand in Friday, 14th July 2017)
Sheet 12, (Hand in Friday, 21st July 2017)



  • No external support is allowed such as smartphones, notes, calculators, etc...!
  • Do not write with erasable pens. 
  • Keep your student identity card and your identification card ready during the exam.
  • For the exercises in the exam you can use every statement from the lecture and from the weekly problem sheets, unless the exercise there is to prove this statement. If you use a statement, please quote it appropriately and verify that the conditions to use the statement are fulfilled.

1st exam: 9th August 2017, 9 (s.t.) -11, Großer Hörsaal.

post-exam review of the 1st exam: 11th August 2017, 13 (s.t.) -14, room 0.011 in the MZ.



2nd exam: 13th September 2017, 9 (s.t.) -11, Großer Hörsaal.

post-exam review of the 2nd exam: 14th September 2017, 13 (s.t.) -14, room 4.049 in the MZ.