discipline 
MSC in
Mathematics, Specializations

subject 
Processes with
independent increments

lecturers 
György
Michaletzky. prof., Dept. of Probability Theory and Statistics,
Institute of Mathematics 
credits 
2 
period 

curriculum 
The
characteristic function of stochastic processes with stationary and
independent increments. LévyHincsin theorem. Point
processes with independent increments as stochastic integrals with respect to
random point measure. Decomposition of the trajectories of stochastic processes
with independent increments. Gaussianprocesses.
Differential equation for the functionals of stochastics processes with independent increments.
Infinitesimal generator of Markovprocesses. Fellerprocesses. Potentials. ErdősKac theorem. 
literature 

form of tuition 
Lectures 
mode of assessment 
oral exam 