Introduction to stochastic processes II

Dynamical Systems Working Seminar
Friday, March 11, 2016 - 1:05pm
1 hour (actually 50 minutes)
Skiles 170
Georgia Tech
We present some basic results from the theory of stochastic processes and investigate the properties of some standard continuous-time stochastic processes. Firstly, we give the deļ¬nition of a stochastic process. Secondly, we introduce Brownian motion and study some of its properties. Thirdly, we give some classical examples of stochastic processes in continuous time and at last prove some famous theorems.