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

(MATH 204 or MATH 211) and (MATH 242 or MATH 243 or MATH 244) and (MATH 346 or ESMA 341 or COSC 101)

Distribution

(3,0,3)

Offered

Fall Spring