— Applied Stochastic Methods in Engineering

Prerequisites & course information

Course Description: Stochastic processes classification; Gaussian random fields; stochastic calculus in mean square; Ito and Stratonovich stochastic differential equations; Fokker-Planck equation; stochastic differential equations with random coefficients. Learning Activities: Lecture 4 hour(s). Grade Mode: Letter. Learning Activities: Lecture 4 hour(s). Grade Mode: Letter.