Course Search
To filter and search by keywords in course titles, see the Course Search.
Courses by Subject Area
Click on the links below for a list of courses in that subject area. You may then click “View Classes” to see scheduled classes for individual courses.
3965. Elementary Stochastic Processes
Also offered as: MATH 3170
3.00 credits
Prerequisites: STAT 3345Q or 3375Q or MATH 3160.
Grading Basis: Graded
Conditional distributions, discrete and continuous time Markov chains, limit theorems for Markov chains, random walks, Poisson processes, compound and marked Poisson processes, and Brownian motion. Selected applications from actuarial science, biology, engineering, or finance.
Last Refreshed: 24-APR-24 05.20.12.452237 AM
Term | Campus | Instruction Mode | Instructor | Section | Session | Schedule | Location | Enrollment | Notes | |
---|---|---|---|---|---|---|---|---|---|---|
1248 8757 1 001 | Fall 2024 | Storrs | In Person | Chi, Zhiyi | 001 | Reg | TuTh 2:00pm‑3:15pm |
AUST 445 | 11/40 |