Processos Estocásticos e Aplicações

This course intends to give appropriate knowledge foundations for the study of the evolution of random phenomena.

At the end of this course, the student will obtain knowledge, skills and competences that allow him to:

-Recognize and use the main properties of chosen examples of time discrete stochastic processes with special emphasis on applications;

- To be able to decide which is the more appropriate model of a stochastic process to use when faced with a realistic situation.

- Identify the phenomena adequate to be modeled by Poisson Processes and make use of the properties, giving special emphasis to real applications.

- To identify a Markov chain and use the characteristic properties of this type of processes for the analysis of a concrete model. Perform applications to real and concrete problems.

- To identify a martingale and use the characteristic properties of this type of processes in the study of its behavior, in particular, in the determination of a possible asymptotic behavior,