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Stochastic Processes

Course Name: 
Stochastic Processes
Course Code: 
STAT6510
Course Credits: 
6
Course Description: 

This course develops the ideas underlying modern, measure-theoretic probability theory, and introduces the various classes of stochastic process, including Markov chains, jump processes, Poisson processes, Brownian motion and diffusions. Their properties and applications are investigated.

Assessment: 
70% exam, 30% two in-course tests
Categoryofcourses: 
Typeofcourse: 
Electives
coursedegree: 
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