This subject covers mathematical notions and methods from the areas of stochastic analysis and mathematical statistics. An emphasis is on the theory and modelling of random systems using discrete and continuous stochastic processes, simulation methods for such systems, as well as the theory and application of mathematical statistics.
Subject
This subject covers mathematical notions and methods from the areas of stochastic analysis and mathematical statistics. An emphasis is on the theory and modelling of random systems using discrete and continuous stochastic processes, simulation methods for such systems, as well as the theory and application of mathematical statistics.