Kói, Tamás
(BME MI)
Introduction
to Stochastic Processes
The talk gives a glimpse into Stochastic Processes. The topics
include Beta distribution, continuous-time Markov chain, Martingale, Brownian
motion and Ornstein–Uhlenbeck process. These notions
and concepts may be
useful during the semester.
Date: Sep. 9, Tuesday 4:15pm
Place: BME, Main Building „K”, 1st Floor, Room 50