Stochastic Analysis, Summer term 2026

Tuesdays 12.15-14.00 and thursdays 12.15-14.00, Kleiner Hörsaal, Wegelerstraße 10

Contents and list of references

Lecture course: Andreas Eberle

Exercises: Francis Lörler

Tutorial classes: Friday 8-10 and Friday 10-12, 0.008

Exam: oral 

Material: The overlap with the course from 2019 will be about 70 %, the other 30 % will be different.

• Lecture notes 2026 (in preparation)
• Recommended textbooks
• Lecture notes from 2019

Problem Sheets:

1. Sheet 1, due April 22
2. Sheet 2, due April 29
3. Sheet 3, due May 6
4. Sheet 4, due May 13
5. Sheet 5, due June 3
6. Sheet 6, due June 10
7. Sheet 7, due June 17

June 2026  Andreas Eberle eberle@uni-bonn.de