Simulation of Stochastic Processes

Descipline Simulation of Stochastic Processes
Faculty Faculty of Computer Science and Cybernetics
Faculty URL http://cyb.univ.kiev.ua/en.html
Language English
Degree Bachelor
Credits 2
Semester 2
Description Simulation of different random processes are considered. Special attention pays to simulation of homogeneous and nonhomogeneous Poisson processes, Levy processes and Brownian motion
Teachers Rozora Irina
Author: admin