MATH 851 --- Stochastic Processes

CATALOG DESCRIPTION:

Mathematically rigorous treatment of stochastic processes. Course content: general definitions, separability, Kolmogorov consistency condition. Markov processes and Brownian motion. In-depth discussion of topics such as weak convergence of processes, martingale theory, diffusion processes or second order processes, as announced by instructor.

Prerequisite: MATH850.

Credit: 3

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