SoSe2018. Stochastic Processes

Exercises

1.    2018 04 17    Probability Measures      problems
2.    2018 04 24    Joint Probabilities and Stochastic Processes      problems hints for problem 5      Python program for problem 5
3.    2018 05 02    Markov Processes      problems (updated with new notation)      sketch of solution for ex 2–4
4.    2018 05 08    Cumulants of Markov Processes      problems     
5.    2018 05 15    Brownian Motion      problems     
6.    2018 05 22    Fluctuation-Dissipation Relations      problems     
7.    2018 05 29    Fokker-Planck Equation      problems     
8.    2018 06 05    First-Passage Times      problems     
9.    2018 06 12    First passage in complex geom and landscapes      problems     
10.    2018 06 19    Langevin equation      problems     
11.    2018 06 26    Ito Formalism      problems (updated)     
12.    2018 07 03    Large Deviations      problems      Rondoni's notes Keller's paper