APPLIED STOCHASTIC PROC

STA 621

An introduction to stochastic processes without measure theory. Topics selected from: Markov chains in discrete and continuous time, queuing theory, branching processes, martingales, Brownian motion, stochastic calculus. Instructor: Staff

Day / Time: 

WF 01:25 PM-02:40 PM

Location: 

Old Chem 116

Instructor: 

Durrett, Richard

Section: 

01