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Higher Probability and Stochastic Processes - MATH3901 | |||||||||||||||||||||||||||||||||||||||||||||||
Description As for MATH3801 but in greater depth:
Introduction to stochastic processes, that is, processes that evolve over time such as price fluctuations of a stock. The course emphasises theory and applications, and covers discrete- and continuous-time Markov chains, Poisson processes and Brownian motion. |