Stohastička analiza (MB smer)

Nazad na Nastava


  • profesor: dr Danijela Rajter-Ćirić
  • asistent: Sanja Ružičić
  • predavanja:
  • vežbe:

Literatura:

  • Montgomery, Douglas C., and George C. Runger. Applied statistics and probability for engineers. John Wiley & Sons, 2010.
  • Lindgren, Georg, Holger Rootzén, and Maria Sandsten. Stationary stochastic processes for scientists and engineers. CRC press, 2013.
  • Yates, Roy D., and David J. Goodman. Probability and stochastic processes: a friendly introduction for electrical and computer engineers. Vol. 2. John Wiley & Sons, 2005.
  • Sheldon, M. Ross, Introduction to Probability Models, 2003.
  • Gardner, William A. Introduction to Random Processes: with applications to signals and systems. Macmillan Publishing Company, 1986.

Vežbe: Uslovno ocekivanje, Stohasticki procesi, Lanci MarkovaPoasonov procesBraunovo kretanjeItov kalkulusMartingali

Teorija: Stochastic_processes_theory (poslednja izmena 27.11.2018.)

Zadaci za vežbu: Uslovno ocekivanjeStohasticki procesi, Lanci MarkovaPoasonov procesMartingali i Braunovo kretanje

Zadaci sa pismenih ispita: januar 2018jun 2018septembar 2018oktobar 2018januar 2019 (rešenja), jun 2019 (rešenja), septembar 2019 (rešenja), oktobar 2019 (rešenja), januar 2020 (rešenja), jun 2020, septembar 2020, oktobar 2020, januar 2021, jun 2021, jul 2021, septembar 2021, oktobar 2021