MATH G5763 - Introduction to Stochastic Processes

Institution:

University of Oklahoma Norman Campus

Subject:

MATH-Mathematics

Description:

Prerequisite: 4733 or permission of instructor. Stochastic processes in discrete time including random walks, recurrent events, Markov chains and branching processes. Processes in continuous time including linear and nonlinear birth-death processes and diffusions. Applications taken from economics, engineering, operations research. (Irreg.)

Credits:

6.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ou.edu

Phone Number:

(405) 325-0311

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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