Courses of Study 2018-2019 
    
    Feb 03, 2023  
Courses of Study 2018-2019 [ARCHIVED CATALOG]

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ORIE 6540 - [Advanced Stochastic Processes]


     
Fall. Next Offered: 2020-2021. 3 credits. Student option grading.

Prerequisite: ORIE 6510  or equivalent.

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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