- Schedule of Classes - September 9, 2021 7:14PM EDT
- Course Catalog - September 9, 2021 7:15PM EDT
Course information provided by the Courses of Study 2020-2021.
A one-semester introduction to stochastic processes which develops the theory together with applications. The course will always cover Markov chains in discrete and continuous time and Poisson processes. Depending upon the interests of the instructor and the students, other topics may include queuing theory, martingales, Brownian motion, and option pricing.
When Offered Spring.
Prerequisites/Corequisites Prerequisite: MATH 4710, BTRY 3080, ORIE 3500, or ECON 3130 and some knowledge of matrices (multiplication and inverses). Students will be expected to be comfortable with proofs.
Distribution Category (MQR-AS, SMR-AS)
Comments This course may be useful to graduate students in the biological sciences or other disciplines who encounter stochastic models in their work but who do not have the background for more advanced courses such as ORIE 6500.
Regular Academic Session.
Credits and Grading Basis
4 Credits Stdnt Opt(Letter or S/U grades)
Class Number & Section Details
- MWF Online Meeting
- Feb 8 - May 14, 2021
Instruction Mode: Online
Disabled for this roster.