Courses of Study 2011-2012 
    
    Mar 29, 2024  
Courses of Study 2011-2012 [ARCHIVED CATALOG]

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ORIE 6540 - [Advanced Stochastic Processes]


Fall. 3 credits.

Prerequisite: ORIE 6510  or equivalent. Next offered 2012-2013.

Staff.

Topics include Brownian motion, martingales, Markov processes, and topics selected from: diffusions, stationary processes, point processes, weak convergence for stochastic processes and applications to diffusion approximations, Levy processes, regenerative phenomena, random walks, and stochastic integrals.



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