Martingale in stetiger Zeit, Brownsche Bewegung, Itô-Kalkül, stochastische Integrationstheorie, stochastische Differentialgleichungen, Girsanov Transformation, Itô Darstellungssatz, Markovprozesse.
Martingale in continuous time, Brownian Motion, Itô calculus, stochastic integration, stochastic differential equations, Girsanov transform, martingale representation theorem, Markov processes.
- Trainer/in: Johan Benedikt Spille
- Trainer/in: Wilhelm Stannat