MATH 4740

Last Updated

  • Schedule of Classes - October 15, 2026 7:07PM EDT

MATH 4740
Stochastic Processes

Course information provided by the 2026-2027 Catalog.

A one-semester introduction to stochastic processes which develops the theory together with applications. Covers Markov chains in discrete and continuous time and Poisson processes. Other topics may include queuing theory, martingales, Brownian motion, and option pricing. This course may be useful to graduate students in the biological sciences or other disciplines who encounter stochastic models in their work but who do not have the background for more advanced courses such as ORIE 6500. Students will be expected to be comfortable writing proofs. More experience with proofs may be gained by first taking a 3000-level MATH course.


Prerequisites MATH 4710 or ILRST 3080 or STSCI 3080 or ORIE 3500 or ECON 3130; MATH 2210 or MATH 2230 or MATH 2310 or MATH 2940 or equivalent.

Distribution Requirements (MQL-AG, OPHLS-AG), (SMR-AS)

Last 4 Terms Offered 2026SP, 2025SP, 2024SP, 2023SP

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Syllabi: none

  •   Regular Academic Session.  Choose one lecture and one independent study.

  • 4 Credits Stdnt Opt

  • 16103 MATH 4740   LEC 001

    • TR
    • Jan 25 - May 11, 2027

    • Sosoe, P

  • Instruction Mode: In Person

    Department Consent Required (Add)

  • 16104 MATH 4740   IND 601

  •  
    • Jan 25 - May 11, 2027

    • Sosoe, P

  • Instruction Mode: Independent Studies