Stochastic Processes
STA 961.01
Class Room:
Perkins 2-071
Class time:
TuTh 10:05 AM-11:20 AM
Instructor:
Wolpert, Robert
Description:
Conditional probabilities and Radon-Nikodym derivatives of measures; tightness and weak convergence of probability measures, measurability and observability. Markov chains, Brownian motion, Poisson processes. Gaussian processes, birth-and-death processes, and an introduction to continuous-time martingales. Instructor: Wolpert
Course type:
Graduate
