Markov II: Poissonian Clouds, Lévy Processes, and Excursions
Course details
Here is a detailed introduction to the Markov II course.
- Professeur: Thomas Duquesne
- Class format: Lecture course without TDs
- ECTS: 6 ECTS
- Content:
- Poissonian Clouds
- Difficulty coefficient: ⭐⭐⭐⭐
- Characteristics:
- The pace is fast and there’s a lot of content.
- The teacher especially likes to use original questions from past finals on the final exam.
- You may bring notes and any handwritten or printed material (including your own answers from previous exams) to the final exam
Here is the textbook version 2015-2016 of this Course. [pdf]
Previous Examens
Here is some previous examens: