Mathematics 364 - ADV TOPICS IN CONT APPLIED MTH
Fall
2016
01
4.00
Nessy Tania
MWF 02:40-04:00
Smith College
20055-F16
BURTON 301
ntania@smith.edu
A stochastic process describes how random variables change over time. This course provides an introduction to the theory of stochastic processes, as well as applications and simulation techniques. Examples of applications include Brownian motions, chemical reactions, fluctuations in financial market, and reliability theory. Specific topics include conditional probability, Markov chains, Poisson processes, queueing theory, random walk, and a brief introduction to stochastic calculus. Prerequisites: MTH 153, MTH 211, MTH 212, and MTH 246 (recommended) or MTH/SDS 220, or permission of the instructor. Prior experience in computing (using R, Matlab, Python, Java, etc.) will be helpful.
Topic: Stochastic Processes.