Seminar: Topics in Stochastic Processes (BSc & MSc)


Stochastic Processes are used in many areas of applications - biometry, finance, insurance, social sciences, natural sciences, .... In this seminar we want to look at further classes of stochastic processes (compared to "Wahrscheinlichkeitstheorie und Stochastische Prozesse") and take ample time to look at concrete simple examples of their use. Possible topics include Markov chains in discrete and continuous time, renewal processes, point processes, random walks and queuing models.

The seminar primarily is intended for advanced bachelor students in all mathematical programmes of study, but some topics for master students will also be on offer (individual choice depending on background).


To register for the seminar,  please write an email to eva.nacca(at) until 15th September 2022.

Please give your name, matriculation number, and your programme of studies as well as a list of previously attended courses in probability and statistics.

The number of participants is limited to 15 students.


The seminar will be mainly based on the book

Sidney I. Resnick, Adventures in Stochastic Processes, Birkhäuser, Boston, 1992,

Some topics (especially for Master students) may be based on further books/ papers.


Robert Stelzer


Primarily Bachelor and Master


Bachelor/Master Wima/Mathe/MaBi students:
 -  Required: Elementary Probability and Statistics
 - Highly Recommended: Probability Theory and Stochastic Processes
Master Finance students:
-  Required: An Introduction to Measure-theoretic Probability, Discrete Time Financial Mathematics