90480 - Stochastic Processes

Academic Year 2026/2027

  • Docente: Pietro Rigo
  • Credits: 6
  • SSD: STAT-01/A
  • Language: English
  • Teaching Mode: In-person learning (entirely or partially)
  • Campus: Bologna
  • Corso: Second cycle degree programme (LM) in Statistical Sciences (cod. 6810)

Learning outcomes

By the end of the course, the student knows the basic theory of stochastic processes and martingales. On the theoretical side, the student possesses the tools to prove the main results on existence and convergence of conditional expectations and martingales.

Syllabus

The syllabus has not been published yet.

Office hours

See the website of Pietro Rigo