Applied Stochastic Processes

MATH541

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. Prerequisite: Mathematics 230 or Mathematics 340 or equivalent. One course. 3 graduate units.

Crosslistings
  • STAT621
Curriculum Codes
QS