Modelling of Stochastic Processes. Diffusion Processes, Lévy Processes and Fractional Processes. Limit Theorems in Theory of Stochastic Processes

Descipline Modelling of Stochastic Processes. Diffusion Processes, Lévy Processes and Fractional Processes. Limit Theorems in Theory of Stochastic Processes
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 limit theorems for stochastic processes and their applications to quantitative accuracy estimates in stochastic modeling methods for 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