MATH 345 Stochastic Processes

Study of the mathematical theory of Stochastic (random) processes with applications. Covers discrete and continuous processes and applications to genetics, epidemiology, queuing theory, random walk, machine learning, option pricing, and other fields, as time allows.

Credits

4

Cross Listed Courses

STAT 345

Prerequisite

Required STAT 118, MATH 121 or MATH 123 or MATH 220 or consent of instructor.