Course syllabus: We will start by developing the theory of Markov chains further, explore their relations to martingales and give applications to the solution of Dirichlet problem and maximum (resp.
This course is available on the MSc in Risk and Stochastics, MSc in Statistics (Financial Statistics) and MSc in Statistics (Financial Statistics) (Research). This course is available with permission ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback