Registration for oral examinations
Dear students,
these are the days for the oral examination offered by Prof. Dr. Ritter:
- 20. February 2025
- 13. March 2025
- 03. April 2025
Until 27 January please see Mrs. Sternike in building 48, room 511. After 27 January please see Mrs. Höffler, building 31, room 451 to schedule an appointment.
General Information
A specialization in Computational Stochastics is based on a number of core courses, primarily from Analysis and Stochastics, which are outlined below. Prospective Bachelor students may also want to look at an elementary introduction (in German) to Computational Stochastics.
Lectures offered in summer term 2025
The following lectures are offered by our working group in summer term 2025.
Contents
- systems of sets and measurable mappings
- Caratheodory's Theorem
- the k-dimensional Lebesgue measure
- construction and properties of integral w.r.t. a measure
- L^p-spaces
- product spaces
Instructor
Klaus Ritter
Infos, Material
Kis, OLAT
Dates
Thursday, 08:15 - 09:45 (room 48-208)
Contents
Monte Carlo algorithms are algorithms that use random numbers. The lecture provides an introduction to this important basic technique from mathematics and computer science. We study, in particular,
- direct simulation
- simulation of distributions and stochastic processes
- variance reduction
- high-dimensional integration
as well as applications from physics, finance, and actuarial mathematics.
Instructor
Klaus Ritter
Infos, Material
Kis, OLAT
Dates
- Tuesday, 15:45 - 17:15 (room 31-302 IBZ)
Thursday, 15:45 - 17:15 (room 31-302 IBZ)
Reading Courses, Seminars and Proseminars
Instructor: Ritter
Dates to be announced
Lectures offered in winter term 2024/2025
The following lectures were offered by our working group in winter term 2024/2025.