Stochastic Calculus

Record the learning materials of the course - "stochastic calculus" in National Cheng Kung University.

Before starting to read this article, please install chrome extension: Github with MathJax, to ensure the correctness of formula format.

• Stochastic Calculus
  • Practice Cases
    • Example 2.5 (See more)
    • Example 3.31 (See more)
    • Poisson Distribution (See more)
    • Random Access Problem in Machine-to-Machine (See more)
    • Compound Random Variables
  • Some useful self-defined libraries
  • Presentation (on Course)
• Author

Mostly use C++ to do both simulation/mathematic work and validation.

Develop environment requirement:

• Operating System : ubuntu 16.04

	version
gnuplot	version 5.0 patchlevel 3
g++	gcc version 5.4.0 20160609 (Ubuntu 5.4.0-6ubuntu1~16.04.9)
make	GNU Make 4.1
astyle	Artistic Style Version 2.05.1

Practice Cases

Example 2.5 (See more)

Normal case	Increased simulation times

Example 3.31 (See more)

Poisson Distribution (See more)

	Merge Poisson Process	Split Poisson Process
Mathematic
Simulation

Random Access Problem in Machine-to-Machine (See more)

Access Class Barring	Random Access

Compound Random Variables

Some useful self-defined libraries

Presentation (on Course)

• Stochastic Properties of Random Waypoint Mobility Model

Author

• Kevin Cyu(瞿旭民), [email protected]