lecturer:"Wendelin Werner"

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A Medley of Advanced Probability

401-4607-70L 2020W 4 Credits MSC D-MATH

We will review various topics of probability theory, with the goal to provide a short self-contained introduction to each of them, and try to describe the type of ideas and techniques that are used.Exact topics will include (small bits of) Lévy processes, continuous-state branching processes, large deviation theory, large random matrices.

Brownian Motion and Stochastic Calculus

VVZ CR

401-3642-00L 2007S , 2008S , 2020S , 2021S , 2022S , 2023S , 2024S , 2025S , 2026S 9 Credits BSC , MSC D-BSSE , D-INFK , D-MATH , D-PHYS

This course gives an introduction to Brownian motion and stochastic calculus. It includes the construction and properties of Brownian motion, basics of Markov processes in continuous time and of Levy processes, and stochastic calculus for continuous semimartingales.

Probability Theory

VVZ CR

401-3601-00L 2005W , 2006W , 2007W , 2008W , 2020W , 2021W , 2022W , 2023W , 2024W , 2025W , 2026W 9 Credits BSC , MSC D-INFK , D-MATH , D-PHYS , D-ITET

Basics of probability theory and the theory of stochastic processes in discrete time

Schramm-Loewner Evolutions

VVZ CR

401-4607-67L 2021W 4 Credits DR , MSC D-MATH

This advanced course will be an introduction to SLE (Schramm-Loewner Evolutions), which are a class of conformally invariant random curves in the plane. We will discuss their construction and some of their main properties.