Math 285
Stochastic Processes

Spring 2011

This course is an introduction to Stochastic Processes for beginning mathematics graduate students and graduate students from other science and engineering disciplines. For mathematics graduate students the course will provide background and motivation for the more advanced year-long sequence Math 280ABC (measure-theoretic probability). Students from other disciplines will find that the course provides a theoretical basis for applied work in stochastic modeling. Topics to be covered include: Markov chains in discrete and continuous time; martingales; Brownian motion.
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Last updated February 25, 2011