|Start of the lecture:||October 10, 2023,|
|Time:||Tuesday 12 - 14, |
Thursday 12 - 14.
The lecture notes for this course can be found here. Please send me an email if you want to listen.
Recordings are here.
- L.C.D. Rogers and D. Williamson, Diffusions, Markov processes and martingales. Vol. 1+2.
- S. Ethier and Th. Kurtz, Markov Processes. Wiley, 1986
- T. M. Liggett, Continuous Time Markov Processes: An Introduction
- Ioannis Karatzas and Steven E. Shreve. Brownian motion and stochastic calculus. Texts in Mathematics. Spring Ier, New York, 1988.
Time and date of the Exercise Classes:
Monday 14 - 16 (N0.003) Yi Tian
Friday 10 - 12 (N0.003) Alexander Becker
You need to register for both the course and for the exercise classes on ecampus. If you want to attend the exams, do not forget to register on BASIS in time. For any questions regarding the organization of the lecture, write an email to email@example.com
Start of the exercise classes: October 13, 2023.
Collection of the exercise sheets: eCampus
- Each group can consist of maximally 3 persons,
- Each group needs to obtain at least 50% of all the points,
- Each group has to submit at least 90% of all the exercise sheets.
The examination will be oral.
February 5 to February 16, 2024
March 25 - March 30, 2024