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Modul
Brownian Motion [M-MATH-102904]
Credits
4Recurrence
UnregelmäßigDuration
1 SemesterLanguage
Level
4Version
1Responsible
Organisation
- KIT-Fakultät für Mathematik
Part of
Bricks
Identifier | Name | LP |
---|---|---|
T-MATH-105868 | Brownian Motion | 4 |
Competence Certificate
The module will be completed by an oral exam (about 20 min).
Competence Goal
At the end of the course, students
- can name, explain and justify properties of the Brownian motion,
- can use the Brownian motion to model stochastic phenomenon,
- can use specific probabilistic techniques,
- are able to work in a self-organized and reflective manner.
Prerequisites
none
Content
- Existence and construction of Brownian motion,
- path properties of Brownian motion,
- strong Markov property of Brownian motion with applications,
- Skorokhod representation theorems with Brownian motion.
Recommendation
The course 'Probability Theory' is strongly recommended.
Workload
Total workload: 120 hours
Attendance: 45 hours
- lectures, problem classes, and examination
Self-studies: zz hours
- follow-up and deepening of the course content,
- work on problem sheets,
- literature study and internet research relating to the course content,
- preparation for the module examination