Nov 23, 2024  
2024-2025 General Catalog 
  
2024-2025 General Catalog

MATH 5760 - Applied Stochastic Processes


2 credit(s)

This course introduces students to the basics of stochastic processes without using the machinery of measure theory. Topics include discrete and continuous time Markov processes and an introduction to stochastic differential equations.

Prerequisite(s): MATH 5710  with a C- or better

Repeatable for credit: No
Grade Mode: Standard