Feb 28, 2024  
2015-2016 Academic Catalog 
    
2015-2016 Academic Catalog [Published Catalog]

Add to Portfolio (opens a new window)

MACT 406/4212 - Stochastic Processes (3 cr.)



Prerequisites
    or   

Description
Introduction to stochastic process, discrete time Markov chain, Poisson process, Compound Poisson Processes and Renewal Processes, continuous-time Markov Chain, Transition probabilities and limiting behavior for Markov Chains, Martingales, Brownian Motion, applications in finance and insurance.

When Offered
Offered once a year.



Add to Portfolio (opens a new window)