CMOR 554
APPLIED STOCHASTIC PROCESSES
This course covers the theory of some of the most frequently used stochastic processes in application: Poisson and renewal processes, discrete-time and continuous-time Markov chains, martingales, Brownian motion and diffusion processes. Cross-list: STAT 552 .
Prerequisites & course information
Short Title: APPLIED STOCHASTIC PROCESSES Department: Comp Appl Math Operations Rsch Grade Mode: Standard Letter Course Type: Lecture Credit Hours: 3 Restrictions: Enrollment is limited to Graduate level students. Course Level: Graduate Prerequisite(s): STAT 518 or CMOR 500
Sources
- Course catalogue ↗2026–2027