Mathematics 130B - C Probability and Stochastic Processes

Institution:

University of California-Irvine

Subject:

Description:

Lecture, three hours. Introductory course emphasizing applications. 130B: Conditional probability and conditional expectations; Markov chains. 130C: Exponential distribution and Poisson process; Brownian motion; additional topics, such as option pricing, as time permits. Prerequisites: for 130B: Mathematics 2A-B, and either 130A, 131A, 132A, Statistics 120A, or Mathematics 67 and either 6G or 3A; for 130C: Mathematics 130B.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.uci.edu/

Phone Number:

(949) 824-5011

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Quarter

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.