Teaching University of Bonn Institute for Applied Mathematics

Prof. Dr. Anton Bovier, Kaveh 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




  • 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.