Stochastic Processes and Applications (mod. 1)

Learning
objectives

In an initial phase, the fundamental contents of Probability Theory will be revisited with a more marked degree of formalism than in the basic courses. This serves both to consolidate and strengthen knowledge and to make the class more homogeneous. Subsequently, concepts, contents and tools forming the basis for an in-depth study of the theory of stochastic processes will be presented. A further objective is to enable students to grasp the relevant issues involved in constructing stochastic models used to describe certain classes of physical, biological and economic phenomena.