Past Talks・Fall 2017
201711/29Wed Talk

Markov processes

賴聖諺先生中壢家商 下午 7:00–9:00 Hongjing Hall 429 室
Abstract: Markov process is a stochastic process that satisfies the Markov property (sometimes characterized as "memorylessness"). In this section, we discuss several version of definition of Markov property, and prove that Brownian motion is a Markov process.