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| MATH0222-1 | Introduction to stochastic processes
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| Duration : | 30h Th, 10h Pr |
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| Credits/ECTS : |
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| Holder(s) : | Gentiane Haesbroeck |
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| Language : | Langue française |
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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 : | The courses will be taught during the second semester according to the timetables given to the students at the 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, Institute of mathematics, Building B37, room 0/60, tel: 04/366-95-94,
email: G.Haesbroeck@ulg.ac.be
D. MAGIS, Institute of mathematics, Building B37, room 0/61, tel: 04/366-94-24,
email: David.Magis@ulg.ac.be |
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