Lecture Probability Theory

 

	Lecturer	Prof. Dr. Ulrich Stadtmüller
	Class Teacher	Monika Thalmaier
	Type of Lecture	4h Lecture, 2 h Class (4+2)
	Venue and Time	Lecture:
		Tuesday, 10-12 in H7 Thursday, 8-10 in H7
		Class:
		Wednesday, 8-10 in H7
	Content	Conditional Expectation and conditional probability Time-discrete Martingals Essentials Stopping Times Optional Sampling Theorems Stochastic Inequalities Doobs Martingale Theorem Uniform Integrability of Martingals Strong Law of Large Numbers Large Deviations Applications Stochastic Processes Basics Classes of Stochastic Processes Poisson Processes Wiener Processes
	Information	First Lecture: Tuesday, 17.04.2007. If you do not have an SLC login, please set up a SLC-Account as soon as possible. Exercise sheets are due Wednesday before class. Criteria for an "Übungsschein": 50% of all homework credits. The solutions for the homeworks are now in the copier room in Helmholtzstr.18. The "Übungsscheine" can be picked up at the office of  Monika Thalmaier (He.18, 206) . The lecture as well as the class will be in German.
	Excersise Sheets	On demand at Monika Thalmaier
	Literature	Bauer, Wahrscheinlichkeitstheorie, de Gruyter Billingsley, Probability and Measure, Wiley Gänssler, Stute, Wahrscheinlichkeitstheorie, Springer Gut, Probability: A graduate Course, Springer Shiryaev, Probability Williams, Probability with martingales, CUP Williams, Weighing the odds, CUP