Stochastic Analysis and Mathematical Modeling
The main problems of the theory of random functions are studied in the framework of stochastic analysis and mathematical modeling. In addition to studying the analytical properties of random functions, one of the main areas of this topic is related to the modeling of random processes. This subject is based on research methods of mathematical and statistical models based on random processes of great practical importance (Wiener, Poisson, simple flood, etc.).
The practical significance of the subject is determined by the study of probabilistic and statistical models related to applied issues.
The method of assessing the subject is carried out through oral questioning and individual work.
