The minimum requirement for the course is to be familiar with basic modern probability theory, as done in "[MAT901] Stochastik", or equivalently as in Jacod, Protter "Probability Essentials" (Chapters from 1 to 22). Knowledge of measure theory is required.
Information for SAV/SAA/ASA students
We are very pleased to inform you that it is possible also for SAV students to attend the course and to take the exam. As agreed with SAV, the exam will take place as an oral examination with the lecturer and Prof. Dr. Ashkan Nikeghbali.
Registration as auditor at UZH is not required. To be registered, please send an email to Frau Myriam Frank-Hilpert (email: myriam.frank@math.uzh.ch) saying that you want to be registered for the course and add your address (private and business address), your preferred email address and mobile number. We kindly ask for your email address and mobile number to be able to contact you in case of any eventuality related to the lessons.
The oral exams for SAV students will take place on June 23, 2022 in room Y27H12 on Irchel campus from 09:00 onwards. A few weeks before the exam you will receive an exam schedule with the exact time of your examination.
Teaching format (in presence and streaming)
Both theoretical lectures and exercise classes will be offered in presence (see "Vorlesungen/Lectures" and "Übungen/Exercises" for info on exact time/room).
Additionally, we will try to stream/record all theoretical lectures. Videos will be available to UZH students through their "My" portal. External students (such as SAV students) will be able to access the videos from this webpage under the tab "Vorlesungen > Video Streams" using a password. You should have received the password by email. If not, please contact the lecturer directly.
Attendance of the exercise classes is not mandatory, but strongly encouraged.
Teaching material (lecture notes and exercises)
The course is based on a set of lecture notes that will be uploaded in pdf format on this webpage under "Downloads".
Exercise classes consist in weekly assignment sheets that are solved by the students at home and corrected/discussed during the exercise class. All assignment sheets and related solutions will be uploaded on this webpage under "Downloads".
Exam
The exam is written (except if you're a SAV student, see "Information for SAV/SAA/ASA students" above).
The written exam will be on June 22, 2022 (see "Prüfung" for exact time/room) and is closed-book (i.e. students will not be allowed to use lecture notes or other personal notes during the written exam).
Further questions
Office hours: every Friday from 15:30 to 16:30 in office Y27K04 (Gabriele Visentin). Alternatively, by arrangement via Zoom.
