Content varies with each offering of the course. Past offerings have included such topics as random walks, Markov chains, Gaussian processes, empirical processes, Markov jump processes, and a short introduction to martingales, Brownian motion and stochastic integrals. Prerequisites: Math 318 and 493, or permission of instructor.
Course Attributes: FA NSMAR NSMAS NSM
Section 01Stochastic Processes
INSTRUCTOR: Figueroa-LopezView Course Listing