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STAT6630 - Introduction of Stochastic Processes

Course Name: 
Introduction of Stochastic Processes
Course Code: 
STAT6630
Course Credits: 
4
Level: 
Graduate
Prerequisites: 
None
Course Description: 

This course aims to give students a broad overview of the main concepts in the theory of probability and stochastic processes. It will provide students with solid grounding in modern probabilistic and statistical methods.

Content: 
Main notions of Probability Theory; Poisson Process; Renewal Process; Markov Chains; Martingales; Brownian Motion Process
Assessment: 
The course assessment has two components consisting of coursework (40%) and final exam (60%) One in-course test – 20% of overall grade; One Written assignment – 20% of overall grade; Final exam– 60% of overall grade.
Categoryofcourses: 
Semester: 
II
Typeofcourse: 
Electives
coursedegree: 
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