Informazioni di Ep1: Calcolo Stocastico

Dipartimento: Scienze Matematiche, Fisiche E Naturali
Settore Ministeriale: MAT/06
Codice di verbalizzazione: 8067946
Metodi di insegnamento: Frontale
Metodi di valutazione: Scritto E Orale
Prerequisiti: Elementary and Advanced Probability; Measure Theory; Elementary Functional Analysis (in particular: Hilbert-space theory)
Obiettivi: LEARNING OUTCOMES: To get to the knowledge, with the support of advanced textbooks, of some stochastic calculus topics. KNOWLEDGE AND UNDERSTANDING: Developing and / or applying original ideas, in a new context. APPLYING KNOWLEDGE AND UNDERSTANDING: Create and support arguments. Solving problems in new or unfamiliar areas, inserted in wider contexts. MAKING JUDGEMENTS: Collect and interpret relevant data. Integrate knowledge and manage complexity, and make judgments. COMMUNICATION SKILLS: Communicating information, ideas, problems and solutions to specialist and non-specialist interlocutors. LEARNING SKILLS: Having developed the skills necessary to undertake subsequent studies with a high degree of autonomy. Study in a self-managed or autonomous way.
Ricevimento: Su appuntamento

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