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 Open |
M W F 11:30AM - 12:20PM |
PAR 160 |
Fang Han |
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