Theory of stochastic processes

Descipline Theory of stochastic processes
Faculty Faculty of Mechanics and Mathematics
Faculty URL
Language English
Degree Bachelor
Credits 4
Semester 7
Description Covers topics such as trajectories of stochastic processes, processes with independent increments, martingales, stationary processes, Gaussian processes, Markov and diffusion processes, elements of stochastic calculus.
Teachers Kulik Alexey
Department of Probability, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Author: admin