MATH 8379 Advanced Stochastic Processes

This is an advanced course in stochastic processes. The course 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, and some recent developments in the stochastic areas.

Credits

3

Prerequisite

Consent of Instructor.

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Administrative Unit

School of Mathematical & Stat

Offered

As scheduled