A Simple Introduction to Complex Stochastic Processes
Posted by Armando Brito Mendes | Filed under estatística, matemática
Stochastic processes have many applications, including in finance and physics. It is an interesting model to represent many phenomena. Unfortunately the theory behind it is very difficult, making it accessible to a few ‘elite’ data scientists, and not popular in business contexts.
1. Construction of Time-Continuous Stochastic Processes: Brownian Motion
2. General Properties
Tags: análise de sistemas
Comments are closed.