Subject: Subject Sylbus: Probability and Stochastic Processes - 098418

Probability and Stochastic Processes - 098418
Will not be given the year
Credit
Points
3.5
 
  Lecture Exercise Laboratory Project or
Seminar
House
Work
Weekly
Hours
3 1      
Possibility to guided reading

Determination of the grade according to progress during the semester and a final examination.


Prerequisites: ( Stochastic Processes 098413
and Theory of Probability 098416 )


Conditional Expectation, Martingales, Stationary and Gaussian Processes, Ergodic Theorems, Levy Processes, Brownian Motion and Diffusion Processes, Weak Convergence.




Textbooks
Library
number
PublishedPublisherAuthorsBook
92390121991wadsworthrichard durrettprobability theory and examples

Created in 08/03/2021 Time 13:57:22