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STAT 862 - Advanced Topics in Stochastic Processes |
This is an advanced course in stochastic processes. Topics include: Measure theoretic probability theory, stopping theorems, Poisson process, renewal processes, Markov processes, Brownian motion, Gaussian processes, martingales, stochastic integration, and applications.
3.000 Credit hours 0.000 TO 3.000 Lecture hours 0.000 TO 3.000 Other hours Levels: Graduate Schedule Types: Lecture, Independent Study, Directed Reading, Examination Mathematics & Statistics Department Restrictions: Must be enrolled in one of the following Levels: Graduate |
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