MATH 6821 Stochastic Processes 3.0 Credits
Covers continuous-time stochastic processes and their applications, with Brownian motion as a central object. Topics may include Poisson processes, continuous-time Markov chains, birth and death processes, Brownian motion, Gaussian processes, hitting times, and introductory Itô calculus. Necessary background in conditional probability and Markov processes is developed as needed.
Repeat Status: Not repeatable for credit
Prerequisites: MATH 6212 [Min Grade: B] or MATH 6801 [Min Grade: B]