Apr 19, 2024  
Rensselaer Catalog 2018-2019 
    
Rensselaer Catalog 2018-2019 [Archived Catalog]

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MATH 6660 - Stochastic Processes and Modeling


This course provides an introduction to 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: Prerequisite: MATH 2400 or equivalent or permission of instructor.

When Offered: Spring term even-numbered years.



Credit Hours: 4



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