Stochastic Processes in Biomedicine

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Stochastic Processes in Biomedicine

Code: 239983
ECTS: 4.0
Lecturers in charge: prof. dr. sc. Hrvoje Šikić - Lectures
Take exam: Studomat
Load:

1. komponenta

Lecture typeTotal
Lectures 30
* Load is given in academic hour (1 academic hour = 45 minutes)
Description:
COURSE OBJECTIVES:
To acquire basic knowledge of the most important types of stochastic processes, to learn their properties and to be introduced to some simple modelling techniques in stochastic environment.

COURSE CONTENT:
1. Introduction. Conditional Expectations. Stochastic Processes, Discrete vs Continuous. Filtrations. Stopping Times. Sample Paths.
2. Poisson Process. Random Walk. Markov Chains. Transition Matrix. Invariant Measures. Examples and Applications.
3. Discrete Time Martingales. Optional Stopping Theorem. Limit Theorems. Examples and Applications.
4. Brownian Motion. Levy Processes. Martingale Characterizations. Continuous and Cadlag Processes. Examples and Applications.
5. General Markov Processes. Introduction to Semigroups. Feller Processes. Examples and Applications.
Literature:
1. semester
Elective courses 1, 2 - Regular study - Biomedical Mathematics

2. semester
Elective courses 1, 2 - Regular study - Biomedical Mathematics
Consultations schedule: