MACT 412/4213 - Mathematical Modeling with Applications (3 cr.)

Prerequisites

and

Description
Introduction to stochastic modeling and its real-life applications. Overview of discrete- and continuous-time models, including random walks, Brownian motion, and Poisson and compound Poisson processes. Introduction to stochastic differential equations, Itô calculus, and diffusion processes. Mathematical modeling of various real-life problems.

When Offered
Offered once a year

Check course scheduling information

AUC New Cairo Campus

AUC Tahrir Square Campus

New York

MACT 412/4213 - Mathematical Modeling with Applications (3 cr.)