AMATH 572 - Introduction to Applied Stochastic Analysis

Institution:

University of Washington-Seattle Campus

Subject:

Applied Mathematics

Description:

Introduction to the theory of probability and stochasitc processes based on differential equations with applications to science and engineering. Poisson processes and continuous-time Markov processes, Brownian motions and diffusion. Offered: Sp.

Credits:

5.00

Credit Hours:

Prerequisites:

AMATH/ STAT 506, AMATH 402, or equivalent knowledge of probability and ordinary differential equations

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.washington.edu

Phone Number:

(206) 543-2100

Regional Accreditation:

Northwest Commission on Colleges and Universities

Calendar System:

Quarter

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