This course is about modeling randomness.
Tools used include but not limited to stochastic processess objects like brownian motion, martingales, poission process, levy process, and jump processes.
We aimed to model epidemics and environmental phenomenon.
Text:
1) Sabbar, Y. (2021). Mathematical Analysis of Some Stochastic Infectious Disease Models with White Noises and Lévy Jumps (Doctoral dissertation, Université Sidi Mohamed Ben Abdellah de Fès (Maroc)).
2) Korosteleva, O. (2022). Stochastic Processes with R: An Introduction. CRC Press.
3) Williams, D. (1991). Probability with martingales. Cambridge university press.
4) Atangana, A., & Araz, S. I. (2021). Fractional Stochastic Differential Equations. Springer, Singapore.
- Teacher: Jayrold Arcede