May 03, 2024  
Rensselaer Catalog 2014-2015 
    
Rensselaer Catalog 2014-2015 [Archived Catalog]

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MATH 6660 - Stochastic Processes and Modeling


A course which will introduce methods and concepts to model and analyze the dynamics of system with uncertain inputs or too many variables to track explicitly. Topics may include Markov processes, point processes, renewal processes, and/or stochastic differential equations. Applications will be developed and illustrated on examples drawn from physics, biology, chemistry, industry, and finance. 

Prerequisites/Corequisites: Prerequisites:  MATH 2400

When Offered: Spring term even-numbered years.



Credit Hours: 4



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