Introduction to stochastic processes
Teacher
STROMME Austin
Department: Statistics
ECTS:
2
Course Hours:
18
Tutorials Hours:
13.5
Language:
English
Examination Modality:
written exam
References
BREMAUD P. (1999). Markov Chains, Gibbs Fields, Monte Carlo Simulation, and Queues, Springer. [21 BRE 00 A]
WILLIAMS D. (1997). Probability with Martingales, Cambridge University Press. [16 WIL 00 A]