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  • Students in the lecture hall
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Applied Stochastics

Curriculum in stochastics and course schedule


Our first lecture on probability is

1. Stochastics I (Infos)

which takes place each winter semester.  This is an introduction to probability theory based on measure and integration.

Each summer semester the follow-up lecture

2. Stochastics II (Infos)

takes place. Additionally, for the Bachelor in Mathematical Data Science, once per year we offer the

3. Applied Stochastics Lab

which can be used for any Bachelor degree with 6 ECTS. Bachelor courses need to be in German.

Information about Bachelor theses is provided here. The lecture Stochastics II is recommended as a basis for our master courses.

Financial and insurance mathematics

The professor for financial mathematics, Prof. Tom Fischer, at our chair offers lectures on stochastic financial mathematics and insurance mathematics including bachelor and master courses. Information on these courses is provided  here.

Teacher training

Each summer semester we offer a course on probability and statistics for teachers:

Stochastik für Lehramt Gymnasium (Infos).


We have a biannual cycle of four standard courses in stochastics:

  1. Mathematical statistics (Infos);
  2. Stochastic processes (Infos);
  3. Elementary research in groups (RiG) in statistics;
  4. Time series analysis (Infos).

The four courses can be taken in any order.

Elementary research in groups (RiG) in statistics are typically:

  • on extreme value theory and statistics,
  • on nonparametric statistics,
  • on high-dimensional statistics.

Additional specialising courses are offered on Markov processes, stochastic networks, as well as seminars and specialising research in groups courses without a fix cycle.

Information about master theses is provided here.


Standard cycle

  • Winter semester 2023/24: Mathematical statistics by Markus Bibinger
  • Summer semester 2024: Stochastic processes by Anton Klimovsky
  • Winter semester 2024/25: Elementary research in groups by Markus Bibinger
  • Summer semester 2025: Time series analysis by Markus Bibinger

Additional courses