Higher Probability and Stochastic Processes - MATH3901
Faculty: Faculty of Science
School: School of Mathematics and Statistics
Course Outline: http://www.maths.unsw.edu.au/
Campus: Sydney
Career: Undergraduate
Units of Credit: 6
EFTSL: 0.12500 (more info)
Indicative Contact Hours per Week: 4
Enrolment Requirements:
Prerequisite: MATH2901 or MATH2801(DN) and MATH2501 or MATH2601 and MATH2011 or MATH2111 or MATH2510 or MATH2610.
CSS Contribution Charge: 2 (more info)
Tuition Fee: See Tuition Fee Schedule
Further Information: See Class Timetable
View course information for previous years.
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.
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.
Study Levels
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