MATH 560 - Stochastic Processes

Institution:

College of Charleston

Subject:

Math

Description:

Stochastic Processes are sequences of random variables indexed in either discrete or continuous time unit. They can be used to model systems that involve random elements as they evolve over time. In this course we will study Poisson processes, Markov chains, renewal processes, martingales, random walks, and Brownian motion. NOTE: Please refer to the appropriate academic catalog for additional course information concerning prerequisites, co-requisites and course restrictions.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.cofc.edu

Phone Number:

(843) 953-5500

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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