$ID = get_the_ID();
add_post_meta($ID, 'Author', 'M.Marsili', True);
add_post_meta($ID, 'Credits', '2', True);
$AUTHOR = get_post_meta(get_the_ID(),'Author',True);
$CREDITS = get_post_meta(get_the_ID(),'Credits',True);
echo "
by $AUTHOR ($CREDITS credits)
“;
?>
This course exposes the student to the basic notions of stochastic processes and to the recent applications in financial problems.
Main Topics
Part A
- Law of large numbers
- Central limit theorems for Gaussian and Levy distributions, with application to the Random Energy Model
- Markov processes
- Chapman Kolmogorv theory
- Ito calculus
- Langevin equation
- Fokker-Planck equation and application
Part B
- Introduction to game theory and to economic equilibrium
- Stochastic processes and financial mathematics
- Application of statistical mechanics to interacting agent systems