In the next two weeks, 
the Emeritus professor Youri Davydov will give lectures on Stochastic Processes, 
from Monday 5 till Thursday 15, February, from 9:30 to 12:30 in Room 2062, second floor, Building U7, Università degli Studi di Milano Bicocca.

Prof. Davydov's Lectures will be given for  the PhD curriculum in Statistics,  Department of Statistics and Quantitative Methods.



PHD Lectures on Stochastic Processes

Prof. Youri Davydov

Emeritus Professor Laboratoire Painlévé - Université Lille 1,

and  St. Petersbourg State University, St. Petersbourg, Russia


Syllabus: Stochastic processes

  1. Denitions and general notions
  2. Examples
  3. Processes with independent increments
  4. Stationary processes
  5. Gaussian processes
  6. Martingales.

References

1. Gikhman, I. I., & Skorokhod, A. V. (1969). Introduction to the theory of random processes.

Philadelphia: WB Saunders.

2. Lamperti, J. (2012). Stochastic processes: a survey of the mathematical theory (Vol. 23).

Springer Science & Business Media.

3. Resnick, S. I. (1992). Adventures in Stochastic Processes, Birkhauser, Boston.


People interested to attend the lectures should send an e-mail to francesca.greselin@unimib.it for organizational purposes.