Stochastic Processes, Summer term 2014
Tuesdays 8.25-10.00 and fridays 10.15-12.00, Kleiner Hörsaal, Wegelerstr. 10
Lecture course: Andreas Eberle
Exercises: Lisa Hartung
Tutorial classes (german): Jörg Martin (We 10, N0.003), Anna Kraut (Th 8, 0.003)
Tutorial classes (english): Stefano Scrobogna (Mo 4 pm, N0.003, and We 10 am, N0.008)
Exam: 28.7.2014, 1.8.2014, 5.8.2014, 6.8.2014, 30.9.2014
The exam is oral. You have 30 minutes of preparation time in Room 3.044, and 40 minutes of exam in Room 3.045. During the preparation time you obtain three exercises and two questions. You should prepare for reporting on an exercise of your choice and on the two questions during the first half of the exam. During the second half there will be additional questions. An updated version of the lecture notes is available below.
Material:
Problem Sheets:
- Sheet 1 (hand in April 16)
- Sheet 2 (hand in April 23)
- Sheet 3 (hand in April 30)
- Sheet 4 (hand in May 7)
- Sheet 5 (hand in May 14)
- Sheet 6 (hand in May 21)
- Sheet 7 (hand in May 28)
- Sheet 8 (hand in June 4)
- Sheet 9 (hand in June 18)
- Sheet 10 (hand in June 25; includes correction in Exercise 4: T_c<\infty)
- Sheet 11 (hand in July 2)
- Sheet 12 (hand in July 9)
July 2014 Andreas Eberle eberle@uni-bonn.de