Course Details

MATH 365: Stochastic Processes

Introduction to the main discrete and continuous time stochastic processes. Topics include Markov chains, Poisson process, continuous time Markov chains, Brownian motion. Use of R and/or Mathematica. Prerequisite: Mathematics 232 and Mathematics 240 (formerly Mathematics 265)

6 credits; FSR, QRE; Not offered 2015-2016