Stochastic Analysis

Tuesday 11:15-12:50, Seminarraum 11 (OMP 1)
Thursday 11:15-12:50, Seminarraum 8 (OMP 1)

Summary: This course gives an introduction to the theory of stochastic processes in continuous time. The following topics will be discussed:

Exam questions: [PDF]

Lectures content


Lecture notes: Handwritten notes [PDF] (low quality, not intended for distribution)
[H] Notes for a similar lecture given at ETHZ [PDF]

Seminar in Probability Theory

Thursday 13:15-14:50, Seminarraum 12 (OMP1)

This term the seminar will give an introduction to the percolation theory. Percolation is a simple probabilistic model which exhibits a phase transition (as we will see). The simplest version takes place on \(\mathbb Z^2\), which we view as a graph with edges between neighbouring vertices. All edges of \(\mathbb Z^2\) are, independently of each other, chosen to be open with probability \(p\) and closed with probability \(1 − p\) . A basic questions in this model are


Preliminary programm