Academic Calendar 2022/2023 - Introduction to Stochastic Processes
MATH 3226 Introduction to Stochastic Processes
Prerequisites:
MATH 2076Hours:
Three hours of lecture per week for one term.Credits:
3Description:
The following topics are covered: branching processes and random walks, Markov chains and processes, martingales, Poisson processes, Browinian motion. Emphasis will be placed on applications of stochastic processes in natural and social sciences, and information technologies.