Modul

 The module will be completed by an oral exam (about 20 min).

At the end of the course, students

• can name, explain and justify properties of the Brownian motion,
• can use the Brownian motion to model stochastic phenomenon,
• can use specific probabilistic techniques,
• are able to work in a self-organized and reflective manner.

none

• Existence and construction of Brownian motion,
• path properties of Brownian motion,
• strong Markov property of Brownian motion with applications,
• Skorokhod representation theorems with Brownian motion.

The course 'Probability Theory' is strongly recommended.

Total workload: 120 hours

Attendance: 45 hours

• lectures, problem classes, and examination 

Self-studies: zz hours

• follow-up and deepening of the course content,
• work on problem sheets,
• literature study and internet research relating to the course content,
• preparation for the module examination