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| MATH0222-1 | Introduction to stochastic processes | |||||
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| Duration : | 30h Th, 10h Pr | |||||
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| Holder(s) : | Gentiane Haesbroeck | |||||
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| Course contents : | The course starts with the description of some of the most wellknown stochastic processes: Poisson processes, Markov chains, random walks, Wiener processes,... Then, applications of stochastic processes are considered, mainly in financial mathematics and queues. | |||||
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| Course objective : | The course aims at developping models to describe a family of dependant random variables and at applying them in real life situations. | |||||
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| Prerequisites : | The courses MATH0253-1 (probability and statistics) and MATH0202-1 (analysis). | |||||
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| Organization : | This course is given once every two years and it will be organised in 2005-2006. The courses will be taught during the second semester according to the timetables givent to the students att he beginning of the academic year. | |||||
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| Written notes : | Partial notes (theory and exercises) will be given to the students. | |||||
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| Assessment : | Oral exam with questions on theory and exercises. | |||||
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| Contacts : | G.HAESBROECK, Institut de mathématique, Bât B37, local 0/60, tél: 04/366-95-94, email: G.Haesbroeck@ulg.ac.be D. MAGIS, Institut de mathématique, Bât B37, local 0/61, tél: 04/366-94-24, email: David.Magis@ulg.ac.be | |||||
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ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
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