Courses of Study 2017-2018 
    
    Dec 18, 2018  
Courses of Study 2017-2018 [ARCHIVED CATALOG]

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ORIE 6500 - Applied Stochastic Processes


     
Fall. 4 credits. Student option grading.

Prerequisite: one-semester calculus-based probability course.

Staff.

Introduction to stochastic processes that presents the basic theory together with a variety of applications. Topics include Markov processes, renewal theory, random walks, branching processes, Brownian motion, stationary processes, martingales, and point processes.



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