2013-2014 Undergraduate and Graduate Bulletin (with addenda) 
    
    Apr 18, 2024  
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2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

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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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