At the end of the course the students will know some modern techniques in probability. Moreover, they will be able to use the studied methodologies in order to solve problems coming from the applications.
Advanced Probability
Learning Goals
Program in pills
Stochastic processes. Brownian Motion. Martingales. Markov Processes. The Stochastic Integral. Stochastic Calculus. Stochastic Differential Equations.
Area
Mathematical and statistical modelling
Curriculum Foundations
TAF Type
Curriculum Industry
TAF Type
Curriculum Health
TAF Type
Curriculum Economy
TAF Type
SSD
ECTS
Semester
Lecturers
Marco Barchiesi