Stochastic Processes and Applications (1 º Sem 2008/2009)
ECO , FIN , GES , MAEG , CA (8ª Edição) , CA (9ª Edição)
Objectives
To provide an introduction to the theory of stochastic processes
To give examples of a wide variety of empirical random phenomena developing in time which stochastic processes provide mathematical models
To give examples of a wide variety of empirical random phenomena developing in time which stochastic processes provide mathematical models