Introduction to Stochastic Processes   [ARCHIVED CATALOG]
Undergraduate Catalog 2010-2011
   

MATH 410 - Introduction to Stochastic Processes

3 cr.
(Prerequisites: MATH 310, MATH 351)An introduction to stochastic processes studying Markov chains, stationary distributions, birth and death processes, pure jump processes, second order continuity, integration and differentiation, and stochastic differential equations.

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