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Mar 06, 2025
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2014-2016 Undergraduate and Graduate Bulletin (without addenda) [ARCHIVED CATALOG]
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MA-GY 7833 Stochastic Processes I3 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-GY 7813 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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