---

Courses by Roland Zweimüller

---

VO   Stochastic Analysis  (250124)   stochastic analysis course starts on 13 Oct

      Winter term 2016,  Thu 13:15-14:45 in SR10,  Fri 11:30-13:00 in SR10

This lecture course offers an introduction to some aspects of stochastic processes
      in continuous time.

       References related to this course include

• I. Karatzas & S.E. Shreve: Brownian Motion and Stochastic Calculus. 2nd ed, Springer 1991.
• F.C. Klebaner: Introduction to Stochastic Calculus with Applications. 2nd ed, Imperial College Press 2005.
• J.-F. Le Gall: Brownian Motion, Martingales, and Stochastic Calculus. Springer 2016.
• L.C.G. Rogers & D. Williams: Diffusions, Markov Processes, and Martingales. (2 volumes) 2nd ed, Cambridge University Press 2000.

---