Stochastic modeling

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Keywords

Stochastic modeling

Objectives

Course devoted to an initiation to the research in applied probability

Number of hours

  • Cours Magistral : 36h
  • Travaux Dirigés : 13.5h

Form of assessment

First session

Second session

Continuous assessment: 100%

Final examination: 00%

Remedial examination: 100 %

Remedial examination length: 3 hours

Syllabus

study of some stochastic models from reliability theory, insurance or financial mathematics: Lévy processes, random Poisson measures, semi-Markovian processes, piecewise deterministic Markov model, etc.

In brief

ECTS credits 6.0

Number of hours 49.5

Level of study Master degree level

Contact(s)

Organizational unit

Administrative contact(s)

Secrétariat de Mathématiques

Email : secretariat-mathematiques @ univ-pau.fr

Places

  • Pau