STAT 7820/7826 - Modern Stochastic Processes II

Institution:

Auburn University

Subject:

Description:

LEC. 3. Pr., STAT/ MATH 7810. Classical and modern topics in stochastic processes (Markov processes, Random Walks, Martingales, Brownian motion). Introduction to stochastic integrals and differential equations. Applications (queues, population dynamics, chaos, finances). Credit will not be given for both STAT 7820 and MATH 7820.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.auburn.edu

Phone Number:

(334) 844-4000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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