Applied Theory of Stochastic Processes

Descipline Applied Theory of Stochastic Processes
Faculty Faculty of Mechanics and Mathematics
Faculty URL
Language English
Degree Master
Credits 3
Semester 3
Description The training course includes notions of Gaussian processes, processes with independent increments, stationary processes, Markov processes and chains, martingales, queuing processes and their application in financial mathematics and risk theory.
Teachers Yamnenko Rostyslav
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Author: admin