Probability and Stochastic Analysis - University of Bonn
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Teaching

Nrnamelecturer
S2F2Hauptseminar Stochastische Prozesse und Stochastische Analysis - Wahrscheinlichkeit auf Bäumen und Netzwerken Patrick Ferrari
20182   611102012   Hauptseminar    SWS
Termine:
Do 14-16N 0.008 - Neubau, Endenicher Allee 60
S4F1Graduate Seminar on Probability Theory: Probability in high dimensions Anton Bovier
20182   611501022   Hauptseminar    SWS
Termine:
Di 16-18SemR 0.011, Endenicher Allee 60
Kommentar:

The topic of the seminar will be "Probability in high dimensions". A first meeting to distribute the talks will take place on Friday, July 13, 14h c.t.

in room 4.050. 

More information can be found on the webpage https://wt.iam.uni-bonn.de/bovier/teaching/graduate-seminar-ws-201819/

Literatur: Ramon van Haendel, Probability in high dimensions, Lecture Notes.
Anforderungen:

Good knowledge of probability theory at least on the level of the course "Stochastic processes".

S4F2Graduate Seminar on Stochastic Analysis - Mean-field models Andreas Eberle
20182   611501024   Hauptseminar    SWS
Termine:
Di 14-16SemR 1.007, Endenicher Allee 60
S4F3Graduate Seminar on Applied Probability - Random Matrices, Spin Glasses and Deep Learning Torben Krüger
20182   611503023   Hauptseminar    SWS
Termine:
Fr 12-14N 0.007 - Neubau, Endenicher Allee 60
S5G1Master´s Thesis Seminar
20182   611500101   Seminar für Examenskandidaten    SWS
Termine:
--woech appointments with examiners according to prior agreement
Do 14-16SemR 0.011, Endenicher Allee 60
V2F1/MB10Einführung in die Wahrscheinlichkeitstheorie Patrick Ferrari
20182   611100701   Vorlesung    SWS
Termine:
Di 08-10Kleiner Hörsaal, Wegelerstr. 10
Fr 10-12Kleiner Hörsaal, Wegelerstr. 10
V2F1/MB10Übungen zu Einführung in die Wahrscheinlichkeitstheorie Patrick Ferrari
20182   611300701   Übung    SWS
Termine:
Mo 08-10SemR 0.011, Endenicher Allee 60 Gruppe 1
Do 08-10SemR 0.011, Endenicher Allee 60 Gruppe 5
Mo 10-12SemR 0.011, Endenicher Allee 60 Gruppe 2
Do 12-14SemR 0.011, Endenicher Allee 60 Gruppe 6
Mo 14-16SemR 0.011, Endenicher Allee 60 Gruppe 3
Mo 16-18SemR 0.011, Endenicher Allee 60 Gruppe 4
V3F2/F4F1Übungen zu Grundzüge der Stochastischen Analysis / Exercises to Foundations of Stochastic Analysis Andreas Eberle
20182   611300704   Übung    SWS
Termine:
Mo 08-10SemR 0.006, Endenicher Allee 60 Gruppe 1
Mi 10-12SemR 0.006, Endenicher Allee 60 Gruppe 3
Mo 10-12SemR 0.006, Endenicher Allee 60 Gruppe 2
Do 12-14SemR 0.006, Endenicher Allee 60 Gruppe 4
V3F2/F4F1Grundzüge der Stochastischen Analysis / Introduction to Stochastic Analysis Andreas Eberle
20182   611100704   Vorlesung    SWS
Termine:
Di 08-10-
Fr 10-12-
V4F2Markov Processes Anton Bovier
20182   611500702   Vorlesung    SWS
Termine:
Di 12-14Kleiner Hörsaal, Wegelerstr. 10
Do 12-14Kleiner Hörsaal, Wegelerstr. 10
V4F2Exercises to Markov Processes Anton Bovier
20182   611700702   Übung    SWS
Termine:
Mi 08-10N 0.008 - Neubau, Endenicher Allee 60 Gruppe 1
Mi 16-18N 0.008 - Neubau, Endenicher Allee 60 Gruppe 2
V5F1Advanced Topics in Probability Theory - Integrable Probability
20182   611500703   Vorlesung    SWS
Termine:
Mi 12-14N 0.008 - Neubau, Endenicher Allee 60
Fr 14-16N 0.003 - Neubau, Endenicher Allee 60
V5F3Advanced Topics in Stochastic Analysis - Functional inequalities and stochastic analysis on manifolds Kazumasa Kuwada
20182   611500708   Vorlesung    SWS
Termine:
--Mo woech Uhrzeit wird noch entschieden
Do 14-16SemR 0.006, Endenicher Allee 60
Kommentar: Content: In this course, we will study functional inequalities in connection with stochastic analysis on smooth Riemannian manifolds. Concrete topics include (some of) the following: - Constructions of stochastic processes on a differentiable manifold (stochastic differential equation, Dirichlet form etc.). It also serves ways to study stochastic processes - Stochastic analysis of Brownian motion or diffusion processes on Riemannian manifold and its connection with curvature of the space. It includes applications of coupling methods in stochastic differential geometry. - Functional inequalities involving a diffusion semigroup or its invariant measure (Harnack Type inequalities, Poincare type inequalities, log-Sobolev type inequalities etc.) Most of these topics come from ”Functional inequalities, Markov semigroups and spectral theory” and ”Analysis for diffusion processes on Riemannian manifolds” by F.-Y. Wang, and ”Analysis and geometry of Markov diffusion operators” by D. Bakry, I. Gentil and M. Ledoux (and references therein). Students are expected to be familiar with basic stochastic analysis on Euclidean spaces (e.g. continuous-time martingales, Euclidean Brownian motion, It^o formula, stochastic differential equation). Some notions in Riemannian geometry and functional analysis as well as their basic properties will be introduced briefly when we require them.