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New York University Tandon School of Engineering    
 
    
 
  Sep 21, 2017
 
2016-2018 Undergraduate and Graduate Bulletin (with addenda)
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MA-GY 7833 Stochastic Processes I

3 Credits
This course covers foundations of stochastic processes. Kolmogorov’s extension theorem. Properties of sample paths. Conditional expectation. Martingales. Classes of stochastic processes. Gaussian processes, Markov processes and others. Second order properties. Stationary processes. Applications.

Prerequisite(s): MA-GY 7813 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0



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