Applied Stochastic Processes

MATH 541

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.
Curriculum Codes
  • QS
Cross-Listed As
  • STA 621
Typically Offered
Fall Only