Applied stochastic models

WS 2019/20

 General information


Tuesday, 10am - 12am, M6
Friday, 10am - 12am, M6


Prof. Dr. Gerold Alsmeyer


Philipp Godland


The course in the course catalogue
The tutorial in the course catalogue

Course syllabus:

The course addresses some key concepts from the theory of martingales and Markov chains. Among others, Markov jump processes are examined afterwards.


Please enrol in the Learnweb with the password ASM2019. There we announce the latest news concerning the course.

Course assessment:

There will be an oral exam/exam at the end of the course. Admission to the exam is conditional on obtaining at least 40% of the points of the problem sets.

Exam: In case of a written exam, this will take place on 05 February 2020.



Wednesdays, 10am - 12am, SRZ 202

Problem sets:

The problem sets will be released on Friday in the Learnweb. Please put your solutions into box 142.