Introduction to Stochastic Processes
Description
Topics include: Conditional expectation. Markov chains. Poisson process and Compound Poisson process. Continuous-time Markov processes. Discrete-time martingales. Continuous-time martingales. Brownian motion. Stochastic integration and introduction to stochastic differential equations.
Note: Check with the institution regarding start/end dates, prices, and delivery method. These may vary according to program, section, and/or semester.
Overview
- Institution: Toronto Metropolitan University (Ryerson)
- Level: University
- Language: English
- Course Code: CMTH500
- Delivery Method: Entièrement en ligne/à distance
Disclaimer:
Check with the institution regarding start/end dates, prices, and delivery method. These may vary according to program, section, and/or semester.
Check with the institution regarding start/end dates, prices, and delivery method. These may vary according to program, section, and/or semester.