MODERN STOCHASTIC PROCESSES I

Auburn University

CourseSTAT 7810

Classical and Modern Topics in stochastic processes (Markov chains, Poisson process, Brownian motion). Applications and stochastic models (queues, stationary processes, population dynamics, finances). Credit will not be given for both STAT 7810 and MATH 7810.

Credits

3 credits

Course Code

STAT 7810