Course Unit

Catalogue

Dynamical systems on measures: financial, physical and biological models

Course Unit Catalogue
  • Unit Coordinator: dr hab. Henryk Gacki, prof. PŚ
  • Programme: RealMaths
  • ECTS Credits: 5
  • Semester: 2
  • Year: 2
  • Campus: Silesian University of Technology
  • Language: English
  • Aims:

    Introduction to the concept of independence of probabilistic objects.

    The gamma distribution: basic properties and applications 
  • Content:
    - The gamma distribution: basic properties and applications.
    - Metrics and norms in the space of measures.
    - Kantorovich-Rubinstein duality theorem.
    - Markov operators - properties and applications.
    - Invariant principle.
    - Lasota's theorem - Lower bounded technique.
    - Poisson driven stochastic differential equation.
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