Advanced Probability Theory
This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.
MA2411 is a semester module in German or English language at Master’s level which is offered once.
This module description is valid from WS 2010/1 to WS 2010/1.
|Total workload||Contact hours||Credits (ECTS)|
|150 h||45 h||5 CP|
Content, Learning Outcome and Preconditions
- Martingales: inequalities, convergence theorems, optional stopping theorem.
- Brownian motion.
Courses, Learning and Teaching Methods and Literature
Learning and Teaching Methods
Achim Klenke: Probability Theory: A Comprehensive Course, Springer, 2008.