Ocete / mcd-pe-continuo

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Continuous time stochastic processes

In this part of the subject, we have made two assignments:

  • In the first one, we studied arrival processes, Poisson processes and, later, we simulated Wiener processes and their generalization: the Brownian motion (Folder P1)

  • In the second one, we perform simulations using algorithms that estimate the solutions of stochastic differential equations (Folder P2)

Lastly, we include in this repository the resolution made by each of us of the final exams of the subjects, both the exam of the academic year 2020-2021 (made to practise for our final exam, incomplete) and our own exam in the academic year 2021-2022.

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