Modelling of Stochastic Processes. Diffusion Processes and Lévy Processes

Descipline Modelling of Stochastic Processes. Diffusion Processes and Lévy Processes
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Master
Credits 7
Semester 3
Description This lecture course focused on general the general stochastic modeling methods and more specialized methods for 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