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3965. Elementary Stochastic Processes

Also offered as: MATH 3170

3.00 credits

Prerequisites: STAT 3025Q or 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-JUN-22 05.20.18.130531 AM
To view current class enrollment click the refresh icon next to the enrollment numbers.
Term Campus Instruction Mode Instructor Section Session Schedule Location Enrollment Notes
Fall 2022 Storrs In Person Chi, Zhiyi 001 Reg TuTh 2:00pm‑3:15pm
AUST 202 31/40