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Modelling of Stochastic Processes. Diffusion Processes, Lévy Processes and Fractional Processes. Qualitative Analysis of Mathematical Models in Economics

Descipline Modelling of Stochastic Processes. Diffusion Processes, Lévy Processes and Fractional Processes. Qualitative Analysis of Mathematical Models in Economics
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Master
Credits 5
Semester 3
Description This lecture course is a short introduction to the general stochastic modeling methods and their applications in mathematical models in economics. The emphasis is made on particular models involving diffusion processes, Lévy processes, and fractional processes
Teachers Kulik Alexey
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Phone:
+380442590392
e-mail:
kulik@imath.kiev.ua
Author: admin