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Single discipline educational activity
Course Sheet Academic Year of enrolment:
Disciplinary Sector:
Probability and Mathematical Statistics
Professor and Collaborators:
CAROLI COSTANTINI Cristina
Prerequisites:
Having passed the exams of Probability and Mathematical analysis
Objectives Contents Introduction to Markov chains and discrete time martingales.
Extended Syllabus Sigma-algebras, discrete time filtrations, random variables, discrete time stochastic processes, adapted and predictable processes.
Recommended Bibliography J. Jacod, P. Protter, Probability essentials, 2nd edition, Springer, 2004
Teaching Methods Meetings with the teacher. Personal reading and studying.
Evaluation methods Verification of learning:
Expository talk or oral exam.
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