Universität Duisburg-Essen
Fakultät Mathematik, Campus Essen
Anita Winter

18th July 2018

Course (4SWS+2SWS)
Winter Semester 2018/19
Classes: Monday, 10.15-12.00 (S-U 3.02) and Wednesday 10.15-12.00 (S-U 3.02)
& Exercise Session: Tuesday 12.15-14.00 (S-U 3.01)

Probability Theory II


Content:

  1. Martingale Theory
  2. Uniform integrability
  3. Martingale convergence theorems
  4. Weak convergence
  5. Exchangeability
  6. Characteristic Functions
  7. Central limit theorems
  8. Brownian Motion
  9. Donsker's invariance principle


Preknowledge?
The course is for students who have taken the Aufbaumodul Wahrscheinlichkeitstheorie I.

Exercise sessions
The excercise sessions are tought by Geronimo Rojas-Barragan.

anita (dot) winter `at' due (dot)de

Literature:

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