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.