MATH 8379 Stochastic Processes

This course on stochastic processes includes discrete time Markov chains, continuous time Markov processes, Poisson processes, branching stochastic processes, elements of queuing theory, renewal and regenerative processes, diffusion processes, Brownian motion, Ito integration.

Credits

3

Prerequisite

MATH 6365 or consent of instructor

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Offered

As scheduled