Stochastic Processes

MATHEMATICS AND STATISTICS 495

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 309 and 493, or permission of instructor.
Course Attributes: FA NSM; AR NSM; AS NSM

Section 01

Stochastic Processes
INSTRUCTOR: Feres
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