APPLIED STOCHASTIC PROC

MATH541.01

An introduction to stochastic processes without measure theory. Topics selected from: Markov chains in discrete and continuous time, queuing theory, branching processes, martingales, Brownian motion, stochastic calculus. Instructor: Staff

Prerequisite: 
Prerequisite: Mathematics 230 or Mathematics 340 or equivalent.
Instructor: Durrett, Richard
Time: WF 1:25pm-2:40pm
Location: Old Chem 116