Undergraduate Catalog

MATH 331 Stochastic Processes

This course introduces stochastic processes and their applications. Topics covered include discrete and continuous time Markov processes, branching processes, Poisson process and basic queuing models. Students learn to use stochastic processes to model and analyze problems in engineering, biology and finance.

Credits

3

Prerequisite

( MATH204 or MATH211) and ( MATH242 or MATH243 or MATH244) and ( MATH346 or MATH214 or ISYE341 or COSC101)

Distribution

3-0-3

Offered

Fall Spring