MATH 4740

Last Updated

  • Schedule of Classes - June 2, 2019 7:14PM EDT
  • Course Catalog - June 2, 2019 7:15PM EDT

MATH 4740
Stochastic Processes

Course information provided by the 2018-2019 Catalog.

A one-semester introduction to stochastic processes which develops the theory together with applications. The course will always cover Markov chains in discrete and continuous time and Poisson processes. Depending upon the interests of the instructor and the students, other topics may include queuing theory, martingales, Brownian motion, and option pricing.


Prerequisites/Corequisites Prerequisite: MATH 4710, BTRY 3080, ORIE 3500, or ECON 3130 and some knowledge of matrices (multiplication and inverses). Students will be expected to be comfortable with proofs.

Distribution Category (MQR-AS)

When Offered Spring.

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Syllabi: none

  •   Regular Academic Session. 

  • 4 Credits Stdnt Opt

  •  5709 MATH 4740   LEC 001

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  • Instruction Mode: In Person