Tim Sullivan

Junior Professor in Applied Mathematics:
Risk and Uncertainty Quantification

Winter Semester 2017–2018
FU Berlin Course Stochastik I

Lectures

Lectures take place on Mondays and Thursdays, 08:30 to 10:00 in SR 031, Arnimallee 6. See also the entries on the Course Catalogue for the lectures and exercise classes.

Exercise Sheets

Information about the exercise sheets will appear here when ready.

Final Examination

Information about the final written examination will appear here when ready.

Winter Semester 2016–2017
FU Berlin Course Stochastik I

Lectures

Lectures take place on Mondays and Thursdays, 08:30 to 10:00 in SR 031, Arnimallee 6. See also the entries on the Course Catalogue for the lectures and exercise classes.

Exercise Sheets

Exercise sheets will be set each Thursday, with solutions due by the end of the following Thursday's lecture. Although the lectures will be in English, solutions to the exercises may be submitted in either English or German. Students wishing to take the final exam for the course will be required to score at least 50% of the available points on the exercise sheets.

  1. PDF Exercise Sheet 1, set 20 October 2016, due 27 October 2016
  2. PDF Exercise Sheet 2, set 27 October 2016, due 3 November 2016
    • Typographical error in Exercise 2.3(a) corrected on 31 October 2016
  3. PDF Exercise Sheet 3, set 3 November 2016, due 10 November 2016
  4. PDF Exercise Sheet 4, set 10 November 2016, due 17 November 2016
  5. PDF Exercise Sheet 5, set 17 November 2016, due 24 November 2016
  6. PDF Exercise Sheet 6, set 24 November 2016, due 1 December 2016
  7. PDF Exercise Sheet 7, set 1 December 2016, due 8 December 2016
  8. PDF Exercise Sheet 8, set 8 December 2016, due 15 December 2016
  9. PDF Exercise Sheet 9, set 15 December 2016, due 5 January 2017
  10. PDF Exercise Sheet 10, set 5 January 2017, due 12 January 2017
  11. PDF Exercise Sheet 11, set 12 January 2017, due 19 January 2017
  12. PDF Exercise Sheet 12, set 19 January 2017, due 26 January 2017
  13. PDF Exercise Sheet 13, set 26 January 2017, due 2 February 2017
  14. PDF Exercise Sheet 14, set 2 February 2017, due 9 February 2017
  15. PDF Exercise Sheet X / 15, set 3 March 2017, due 17 March 2017. Only relevant for students who scored between 40% and 50% during the semester.

Final Examination

The final written exam for the course will take place in the last week of the Winter Semester, 08:00–10:00 (s.t.) on Monday 13 February 2017. The exam will take place in the Henry Ford Building, Lecture Hall C — please note carefully that this is not the same as the usual room for the Monday morning lecture!