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. 8, Tuesday 4:15pm

Place: BME, Building „Q”, Room QBF13

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