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New York University Tandon School of Engineering    
  Jan 16, 2018
2016-2018 Undergraduate and Graduate Bulletin (with addenda)
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MA-GY 7843 Stochastic Processes II

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. This course runs in continuation of it’s prequel MA-GY 7833 .

Prerequisite(s): MA-GY 7833 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0

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