Levy processes, fall 2014

Lecturer

Juha Vuolle-Apiala

Scope

5 sp.

Type

Advanced studies

Prerequisites

Knowledge of probability theory, e.g. the course "Todennäköisyysteoria". The course "Stokastiset prosessit" is useful.

Lectures

Weeks 36-42 and 44-50, Friday 10-12 in room C122. A two-hour exercise class every second week.

Exams

Bibliography

Registration

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Exercises