Oct 15, 2018  
2011-2012 Graduate Catalog 
    
2011-2012 Graduate Catalog [ARCHIVED CATALOG/PREVIOUS EDITION]

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STA 7828: Topics in Stochastic Processes


Credits: 3                    Grading Scheme: Letter

Prerequisite: STA 6466 and STA 6467.      

Branching processes, Brownian motion, continuous state space Markov chains, diffusion processes, Markov chain Monte Carlo, martingales, point processes, renewal processes, stationary processes, stochastic calculus, stochastic differential equations.



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