Stochastics process - UQU

Review: basic probability, common discrete and continuous distributions, moment generating functions, conditional probability and conditional expectation and variance 2 Introduction : definition of stochastic process, type of stochastic processes, properties of stochastic processes, some common stochastic processes , in particular, Wiener process and its application 3 Markov chain: definitions and examples,multistep transition probabilities, classification of states,stationary distributions, limit behavior with application using programming software 4 Poisson processes: defining the Poisson process, compound Poisson processes, transformations, memoryless property 5 Branching processes: discrete time branching processes, extinctionprobabilities, continuous time branching processes 6 Birth-and-death processes: pure birth process, pure death process