MM814: Probability Theory II (5 ECTS)
STADS: 13004601Level
Master's level course
Teaching period
The course is offered in the spring semester.
Teacher responsible
Email: njn@imada.sdu.dkTimetable
| Group | Type | Day | Time | Classroom | Weeks | Comment |
|---|---|---|---|---|---|---|
| Common | I | Monday | 14-16 | U9 | 17-22 | |
| Common | I | Wednesday | 08-10 | U9 | 16-22 | |
| S1 | TE | Thursday | 08-10 | U9 | 16-20,22 | |
| S1 | TE | Thursday | 08-10 | U49b | 23 | |
| S1 | TE | Friday | 12-14 | U9 | 16-18,20-22 |
Show personal time table for this course.
Comment:
Ubegrænset deltagerantal. 4. kvartal.
Prerequisites:
None
Academic preconditions:
The students must be familiar with the contents of the courses MM517 Measure- and Integration Theory and MM506 Probability Theory I".
Course introduction
To give the students a solid introduction to the basic theory of stochastic processes in discrete time with special focus on martingales.
Expected learning outcome
Subject overview
Literature
- Meddeles ved kursets start.
Syllabus
See syllabus.
Website
This course uses e-learn (blackboard).
Prerequisites for participating in the exam
None
Assessment and marking:
Expected working hours
The teaching method is based on three phase model.
Forelæsninger: 25 timer Eksaminatorietimer/opgaveregning: 25 timer
Educational activities
Language
This course is taught in English, if international students participate. Otherwise the course is taught in Danish.
Course enrollment
See deadline of enrolment.
Tuition fees for single courses
See fees for single courses.
