MATH 352 - Stochastic Processes

Institution:

Bellarmine University

Subject:

Description:

This course uses the basic probability theory of Math 314 to open up the field of stochastic processes, which are processes whose future behavior is dependent on the past and present. The course starts with a brief review of basic probability, moves to the Poisson process and Markov chains in discrete and continuous time, queuing theory, and continues with a non measure-theoretic introduction to martingale theory, stopping times, and stochastic integration. This course is useful to those interested in mathematical finance and operations research. (Prerequisite: Math. 314.) Spring, odd years.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.bellarmine.edu

Phone Number:

(502) 272-8263

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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.