Lesson plan / STOCHASTIC PROCESSES

Lesson Information

Course Credit 3.0
Course ECTS Credit 4.0
Teaching Language of Instruction Türkçe
Level of Course Bachelor's Degree, TYYÇ: Level 6, EQF-LLL: Level 6, QF-EHEA: First Cycle
Type of Course Compulsory
Mode of Delivery Face-to-face
Does the course require compulsory or optional work experience? Z
Course Coordinator
Instructor (s)
Course Assistant

Purpose and Content

The aim of the course The course aims to teach the discrete and continuous parameter stochastic processes and basic properties.
Course Content Students will acquire probability processes and its properties,stochastic processes and basic properties,discrete and continuous parameter stochastic processes,cassifications of stochastic processes,Poisson processes and basic properties,discrete and continuous parameter Markov processes, Markov chains, discrete and continuous parmeter martingales, discrete and continuous parameter branching processes , discrete and continuous parameter renewal processes, discrete and continuous parameter stationary processes,Weiner processes and basic properties, Brownian motion processes and its properties,Levy processes and basic properties.

Weekly Course Subjects

1Probability processes and its properties.
2Stochastic processes and basic properties.
3Discrete and continuous parameter stochastic processes.
4Cassifications of stochastic processes.
5Poisson processes and basic properties.
6Discrete and continuous parameter Markov processes
7Markov chains.
8Discrete and continuous parmeter martingales.
9Discrete and continuous parameter branching processes.Midterm Exam.
10Discrete and continuous parameter renewal processes.
11Discrete and continuous parameter stationary processes.
12Weiner processes and ba sic properties.
13Brownian motion processes and its properties.
14Levy processes and basic properties.

Resources

1- Ceyhan İnal, Olasılıksal Süreçlere Giriş, Hacettepe Üniversitesi Yayınları,1988.
2- Erhan Çınlar,Introduction to stochastic processes,Prentice-Hallll,1975.
3-J.L. Doob,Stochastic processes,Wiley and Sons,1953.
4- Ömer Önalan,Stokastik süreçler,Avcıol BASIM Yayın,2010,İstanbul.
5- Jagers, P., Haccou, P., Vatutin, V.A., 2005, Branching Processes: Variation, Growth and Extinction of Populations, Cambridge University Press,2005.