5910 (v.4) Stochastic Processes 501
Area: | Department of Mathematics and Statistics |
Contact Hours: | 3.0 |
Credits: | 25.0 |
Lecture: | 3 x 1 Hours Weekly |
Prerequisite(s): | 9397 (v.7) Probability Theory 301 or any previous version
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Introduction to stochastic models. Discrete and continuous time Markov chain. Branching process. Poisson process. Renewal process. A brief introduction to Martingales. |