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MAST 872

Stochastic Processes

3 credits · Graduate

Winter 2025 · Introduction to Stochastic Processes

Readings

  • Listed textbook (requirement not stated): Gregory F. Lawler. Introduction to Stochastic Processes, 2nd edition. Chapman & Hall/CRC, 2006.
    Listed reading
  • Scheduled textbook sections: 1.1, 1.2, 1.4, 1.5, 2.1, 2.2, 2.4, 3.1–3.3, 4.1–4.3, 5.1–5.6, 8.1–8.8, 9.1–9.8.
    Listed reading
Winter 2023 · STAT 452

Readings

  • Introduction to Stochastic Processes, 2nd Edition, by Gregory F. Lawler, Chapman & Hall/CRC (2006).
    Listed reading; requirement unspecified
Sources