Applied Stochastic Processes   [Archived Catalog]
2016-2017 Undergraduate Studies Bulletin (Archived Copy)
   

STAT 521 - Applied Stochastic Processes

Credits: 3

An introduction to stochastic processes, including conditional probability, Markov chains, Poisson processes, and Brownian motion. Incorporates simulation and applications to actuarial science.

Prerequisites: STAT 511 with a grade of C or higher