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Apr 19, 2024
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2013-2014 Undergraduate and Graduate Catalog (without addenda) [ARCHIVED CATALOG]
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MA 7843 Stochastic Processes II3 Credits
This course covers: Foundations of stochastic processes. Kolmogorov’s extension theorem. Properties of sample paths. Conditional expectation. Martingales. Classes of stochastic processes. Gaussian processes, Markov processes and others. Second order properties. Stationary processes. Applications.
Prerequisite(s): MA 7833 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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