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Processes That Generalize Fractional Brownian Motion. Statistics of Stochastic Processes. Theory of Markov Processes.

Descipline Processes That Generalize Fractional Brownian Motion. Statistics of Stochastic Processes. Theory of Markov 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 is a short introduction to structural theory of Markov processes, with main emphasis given to further applications in statistics of such processes. The course also contains a part which is devoted to Fractional Brownian motion and its generalizations, which are treated as Markov processes with functional state spaces.
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