Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Dirk Becherer

Dirk Becherer: Teaching


Useful links

Current courses

Please consult the current general advice on pandemic measures by the university, by our faculty and by the Prüfungsbüro/institute for your study implications. Until suitable notice from there, no regular examinations and face-to-face teaching takes place. Winter term 21/22 should be again mostly physical teaching, we hope! For announcements of examinations and special circumstances check the webpages of the examination office.    

  • Wintersemester 2021/22
    (BSc mono, info sheet),  Advanced topics in Stochastic Analysis (M27, info sheet, lecture in English, "Nebenhörer" are welcome. Topics will include, e.g., propagation of chaos, mean-field-dynamics, mean-field-games and control, analysis on Wasserstein spaces of prob.measures..., and enable you to study current research articles in stochastic analysis with application in engineering, finance/econ, machine learning and natural sciences. Prequisite: Ito-calculus as from, e.g., module Stochastic Analysis or textbooks from Achim Klenke (last chapters) or Bernt Øksendal. Note: I will suggest to move the Fri.11-13 date to Mon.13-15, to have all dates on Mondays!) and the corresponding seminar Selected Topics in Stoch. Analysis & Applications (first meeting on time schedule and topics (aim is for you to study and discuss research articles) at 24.Okt, cf. Agnes).
    See Moodle (ongoing info on courses tba there) and Agnes.
    Advanced students are always welcome to attend research seminars of the stochastics group and I further recommend also the BMS Fridays from BMS/Math+.
  • Sommersemester 2021
    (moodle, taken-over from Dr.Jana Bielagk, after her temp. leave), Stochastic Analysis M24 (BMS course Stochastic Processes II, information sheet) and Mathematics for Machine Learning M39 (information sheet):  Registration by AGNES (only), online access details (Moodle) are send via Agnes* by of. 
    For all courses: Please use+sync your university email address. Further course information will be posted on Moodle. Questions about organization and content are welcome and will be discussed for all students in the first lectures, please. Courses M24,39 are in English using Moodle and Zoom, key prequisites are the knowledge from compulsory courses (BSc mono HU) that include Stochastics I and measure theory; Stochastics II is necessary for M24 and in parts recommended for M39.
    (*BMS students: email me by first week of Vorlesungszeit with your full student details please, using course title in the email subject)
  • Seminar on Stochastic analysis and applications... (LV Nr 3314444, cancelled for SoSe21)
  •  Links to  Moodle and AGNES.

Former courses