• FR
  • EN

Stochastic processes

Code: S1233, ECTS: 3

Syllabus

To present the principles of the theory of stochastic processes, to look at a few of the many fields where it is applied: imaging, stochastic control and finance.

Programme

After a review and additional information on probability, the following will be touched upon: Markov chains and their applications to imaging, Poisson processes in n dimensions, and finally, Brownian motion and diffusion equations of a particular use in financial modelling.

This course is designed for students who are interested in applied mathematics and in particular for those Minoring in Quantitative

Teaching team

Lecturer(s)
Silvère BONNABELFrançoise PRETEUX

Teaching staff
Alain GALLI

Code S1233
Year 2nd year
Level Graduate 1st year
ECTS Credits 3
Coefficient 3
Nb. of hours 37
Nb. of lessons 30
Course type Specialized courses
Semester 3
Period Autumn
Domains
  • Mathématiques
Last update:
07 Sep 2016 06:40 by Franck