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2021-2022 Catalog

MATH 337 Introduction to Stochastic Processes

A stochastic process is any collection of random variables and is a mathematical model or random phenomena that occur in time or space. They have application in many areas including physics, engineering, biology, mathematical finance, computer science, geology, and actuarial science, to name a few. This course includes fundamental stochastic processes and their applications, including Markov chains, martingales, Poisson processes, and Brownian motion.


MATH 335 and one of MATH 272 or 300