MATH541
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Applied Stochastic Processes
Subject
MATH
Catalog Number
541
Title
Applied Stochastic Processes
Course Description
An introduction to stochastic processes without measure theory. Topics selected from: Markov chains in discrete and continuous time, queuing theory, branching processes, martingales, Brownian motion, stochastic calculus. Prerequisite: Mathematics 230 or Mathematics 340 or equivalent.
Grading Basis
Graded
Consent (Permission Number)
No Special Consent Required
Min Units
3
Max Units
3
Lecture