Branching Brownian motion

Summersemester 2017

This lecture requires Probability Theory II as a prerequisite, which was held in the last semester. It is primarily addressed to Master students, and the lecture will probably be held in English. It is part of the Stochastic and Insurance Mathematics module. There will be an updated script available online for the lecture, and additional literature is mentioned in this script. Further information about the lecture can be found here.
Branching Brownian motion in dimension 1
Branching Brownian motion in dimension 1


IMPORTANT NEWS! (last update: 31.07.17)


Script

Lecture Notes (last update: 31.07.17)


Evaluation of solutions

Each homework sheet will consist of a few exercises, which must be handed in during the exercise class. They will be corrected by the tutor and handed back the following week. All the exercises will be corrected during the exercise class.

It is possible to hand in the solutions in groups of at most two students.

All exercises are relevant for the exam.


Images

Some additional GIFs for higher dimensions are available here.

(thanks to Lars Schmitz for providing these!)

Can I take the exam?

In order to be allowed to take the exam you must hand in at least 2/3 of the exercises.

Exercise class

Exercise class takes place every Thursday at 10 am in Übungsraum 2, Gyrhofstr. 8.

Exercise sheets

Exercise sheet 1 (28.04)

Exercise sheet 2 (05.05)

Exercise sheet 3 (12.05)

Exercise sheet 4 (19.05)

Exercise sheet 5 (26.05)

Exercise sheet 6 (01.06)

Exercise sheet 7 (19.06)

Exercise sheet 8 (22.06)

Exercise sheet 9 (29.06)

Exercise sheet 10 (06.06)

Exercise sheet 11 (13.07)

Exercise sheet 12 (20.07)

Exercise sheet 13 (27.07)


Contact: Alexis Prévost