Studies

192
Compulsory

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Selected topics on stochastic processes with applications in natural sciences and finance.

Possible subjects for seminar talks are:

  • Lévy processes
  • Linear filtering problem
  • Feynman-Kac formula
  • Random time change
  • Girsanov theorem
  •  
  • Bayesian inference
  • Stochastic enzyme kinetics
  • Random resistor networks
  • Boltzmann's H-theorem
  • Zwanzig-Mori projection formalism
  • Fluctuation theorems
  •  
  • Geometric Brownian motion
  • Stochastic control
  • Optimal stopping
  • Black-Scholes formula

Selected topics on stochastic processes with applications in natural sciences and finance.

Possible subjects for seminar talks are:

  • Lévy processes
  • Linear filtering problem
  • Feynman-Kac formula
  • Random time change
  • Girsanov theorem
  •  
  • Bayesian inference
  • Stochastic enzyme kinetics
  • Random resistor networks
  • Boltzmann's H-theorem
  • Zwanzig-Mori projection formalism
  • Fluctuation theorems
  •  
  • Geometric Brownian motion
  • Stochastic control
  • Optimal stopping
  • Black-Scholes formula

Cross-language

Expectant Mother

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Nursing Mother

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