Sumários
Brownian motion
16 Setembro 2022, 12:00 • João Guerra
Gaussian processes. Definition and examples.
Brownian motion: definition and main properties. Brownian motion with drift.
Simulation of Brownian motion trajectories with R.
Presentation and introduction to Brownian motion
13 Setembro 2022, 11:30 • João Guerra
Presentation of the course. Program, bibliography, assessment.
Definition of stochastic process and examples.
Introduction to Brownian motion: brief history, the physical Brownian motion and the definition of standard Brownian motion.