MATH 865. Stochastic Processes I. 3 Hours.

Markov chains; Markov processes; diffusion processes; stationary processes. Emphasis is placed on applications: random walks; branching theory; Brownian motion; Poisson process; birth and death processes. Prerequisite: MATH 627 and MATH 765. LEC.

Doctor of Philosophy in Mathematics

...Equations MATH 865 & MATH 866 Stochastic Processes I and Stochastic Processes II MATH 850 & MATH...