MATH 4740

Last Updated

  • Schedule of Classes - October 31, 2025 7:07PM EDT

MATH 4740
Stochastic Processes

Course information provided by the 2025-2026 Catalog.

A one-semester introduction to stochastic processes which develops the theory together with applications. Covers Markov chains in discrete and continuous time and Poisson processes. Other topics may include queuing theory, martingales, Brownian motion, and option pricing. 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. Students will be expected to be comfortable writing proofs. More experience with proofs may be gained by first taking a 3000-level MATH course.


Prerequisites MATH 4710, BTRY 3080/ILRST 3080/STSCI 3080, ORIE 3500, or ECON 3130 and linear algebra (MATH 2210, MATH 2230, MATH 2310, MATH 2940, or equivalent).

Distribution Requirements (MQL-AG, OPHLS-AG), (SMR-AS)

Last 4 Terms Offered 2025SP, 2024SP, 2023SP, 2022SP

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Syllabi: none

  •   Regular Academic Session.  Choose one lecture and one independent study.

  • 4 Credits Stdnt Opt

  •  8852 MATH 4740   LEC 001

  •  
    • TR
    • Jan 20 - May 5, 2026

    • Sosoe, P

  • Instruction Mode: In Person

  •  8853 MATH 4740   IND 601

  •  
    • Jan 20 - May 5, 2026

    • Sosoe, P

  • Instruction Mode: Independent Studies