STAT 492

Introduction to Stochastic Processes II
3.0 credits

Course Description

Introduces elementary continuous-time discrete/continuous-state stochastic processes and their applications. Covers useful classes of continuous-time stochastic processes (e.g., Poisson process, renewal processes, birth and birth-and-death processes, Brownian motion, diffusion processes, and geometric Brownian motion) and shows how useful they are for solving problems of practical interest. Prerequisite: a minimum grade of 2.0 in MATH 491/STAT 491. Offered: jointly with MATH 492.

Syllabus Downloads

Current Time Schedule

Winter, 2023

SLN/Section Time Location Instructor
20785 A

M W F 11:30AM - 12:20PM

PAR 160

Fang Han