S2F2 | Hauptseminar Stochastische Prozesse und Stochastische Analysis | Anton Bovier |
|
20172 611102012 Hauptseminar SWS |
Termine: |
Di 14-16 | SemR 0.003, Endenicher Allee 60
| |
|
Kommentar: |
Das Thema des Seminars wird die Extremwertstatistik sein. Dabei geht es um die Untersuchung des Extrema stochastischer Prozesse. Themenvergabe am Dienstag, 25.07.2017, um 14h c.t. im Raum 4.050 Bei Verhinderung , bitte per e-mail an bovier@uni-bonn.de einen Termin vereinbaren.
|
Literatur: |
Lecture Notes "Extremes" available at https://wt.iam.uni-bonn.de/fileadmin/WT/Inhalt/people/Anton_Bovier/lecture-notes/extreme.pdf Additional Literature : M.R. Leadbetter, G. Lindgren, and H. Rootzén. Extremes and related properties of random sequences and processes. Springer Series in Statistics. Springer-Verlag, New York, 1983.
|
Link to Basis |
|
S2F2 | Hauptseminar Stochastische Prozesse und Stochastische Analysis - Pfadeigenschaften der Brownschen Bewegung | Martin Huesmann |
|
20172 611101012 Hauptseminar SWS |
Termine: |
Mi 08-10 | SemR 1.007, Endenicher Allee 60
| |
|
Kommentar: |
Vorbesprechung: 21.7.2017, 14 Uhr, SR 1.007 Weitere Informationen: http://wt.iam.uni-bonn.de/huesmann/teaching/seminarbm/
|
Bemerkung: |
Vorbesprechung: Freitag, 21.07.2017, 14:00 Uhr, SR 1.007.
|
Link to Basis |
|
S4F1 | Graduate Seminar on Probability Theory | Patrick Ferrari |
|
20172 611501022 Hauptseminar SWS |
Termine: |
Do 14-16 | N 0.007 - Neubau, Endenicher Allee 60
| |
|
Link to Basis |
|
S4F2 | Graduate Seminar on Stochastic Analysis | Anton Bovier |
|
20172 611502024 Hauptseminar SWS |
Termine: |
Di 14-16 | SemR 0.003, Endenicher Allee 60
| |
|
Link to Basis |
|
S4F2 | Graduate Seminar on Stochastic Analysis - Heat Kernel and Analysis on Manifolds | Kazumasa Kuwada |
|
20172 611501024 Hauptseminar SWS |
Termine: |
Di 12-14 | N 0.007 - Neubau, Endenicher Allee 60
| The seminar will start on Tue 17 Oct. 2017
|
|
Link to Basis |
|
S4F3 | Graduate Seminar on Applied Probability - Markov Processes and Monte Carlo Methods | Andreas Eberle |
|
20172 611502023 Hauptseminar SWS |
Termine: |
Fr 14-16 | SemR 0.011, Endenicher Allee 60
| |
|
Link to Basis |
|
V2F1/MB10 | Einführung in die Wahrscheinlichkeitstheorie | Andreas Eberle |
|
20172 611100701 Vorlesung SWS |
Termine: |
Di 08-10 | Kleiner Hörsaal, Wegelerstr. 10
| |
Fr 10-12 | Kleiner Hörsaal, Wegelerstr. 10
| |
|
Link to Basis |
|
V2F1/MB10 | Übungen zu Einführung in die Wahrscheinlichkeitstheorie | Andreas Eberle |
|
20172 611300701 Übung SWS |
Termine: |
Mo 08-10 | SemR 0.008, Endenicher Allee 60
| Gruppe 1
|
Do 08-10 | SemR 0.006, Endenicher Allee 60
| Gruppe 4
|
Mo 10-12 | SemR 0.008, Endenicher Allee 60
| Gruppe 2
|
Do 10-12 | SemR 0.011, Endenicher Allee 60
| Gruppe 5
|
Mo 14-16 | SemR 0.008, Endenicher Allee 60
| Gruppe 3
|
Do 18-20 | SemR 1.008, Endenicher Allee 60
| Gruppe 7
|
|
Link to Basis |
|
V3F2/F4F1 | Übungen zu Grundzüge der Stochastischen Analysis / Exercises to Foundations of Stochastic Analysis | Anton Bovier |
|
20172 611300704 Übung SWS |
Termine: |
Mo 08-10 | SemR 0.006, Endenicher Allee 60
| Gruppe 1
|
Mo 10-12 | SemR 0.006, Endenicher Allee 60
| Gruppe 2
|
Mi 10-12 | SemR 0.008, Endenicher Allee 60
| Gruppe 3
|
Do 12-14 | SemR 1.007, Endenicher Allee 60
| Gruppe 4
|
|
Link to Basis |
|
V3F2/F4F1 | Grundzüge der Stochastischen Analysis / Introduction to Stochastic Analysis | Anton Bovier |
|
20172 611100704 Vorlesung SWS |
Termine: |
|
Link to Basis |
|
V4F2 | Markov Processes | Massimiliano Gubinelli |
|
20172 611500702 Vorlesung SWS |
Termine: |
Do 12-14 | Zeichensaal, Wegelerstr. 10
| |
Di 16-18 | Zeichensaal, Wegelerstr. 10
| |
|
Link to Basis |
|
V4F2 | Exercises to Markov Processes | Massimiliano Gubinelli |
|
20172 611700702 Übung SWS |
Termine: |
Mi 08-10 | SemR 1.008, Endenicher Allee 60
| Gruppe 1
|
Mo 12-14 | N 0.007 - Neubau, Endenicher Allee 60
| Gruppe 2
|
|
Link to Basis |
|
V5F1 | Advanced Topics in Probability Theory - Stochastic Analysis on Manifolds | Kazumasa Kuwada |
|
20172 611500703 Vorlesung SWS |
Termine: |
Mo 14-16 | SemR 0.011, Endenicher Allee 60
| |
Mi 14-16 | SemR 1.008, Endenicher Allee 60
| |
|
Kommentar: |
Concrete topics include: - Stochastic differential equation on manifolds - Brownian motion on Riemannian manifolds - Comparison geometry and stochastic analysis
|
Link to Basis |
|
V5F4 | Selected Topics in Stochastic Analysis - Topics in Financial Mathematics | Matthias Erbar |
|
20172 611500709 Vorlesung SWS |
Termine: |
Mi 08-10 | SemR 0.011, Endenicher Allee 60
| |
|
Anforderungen: |
A solid background in functional analysis and probability is desirable.
|
Link to Basis |
|
V5F5 | Advanced Topics in Applied Probability - Introduction to Integrable Probability | Patrick Ferrari |
|
20172 611500711 Vorlesung SWS |
Termine: |
Mi 10-12 | SemR 0.011, Endenicher Allee 60
| |
Fr 10-12 | SemR 0.011, Endenicher Allee 60
| |
|
Link to Basis |
|