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Introduction to Stochastic Processes
Topics include: Conditional expectation. Markov chains. Poisson process and Compound Poisson process. Continuous-time Markov processes. Discrete-time martingales. Continuous-time martingales. Brownian motion. Stochastic integration and introduction to stochastic differential equations.
Weekly Contact: Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1
Mentioned in the Following Calendar Pages
*List may not include courses that are on a common table shared between programs.
- Biology Core Elective Table III
- Biology Professional and Professionally-Related Elective Table III
- Biology Professional and Professionally-Related Table I
- Biomedical Sciences Core Elective Table I
- Business Management Professionally-Related Table I
- Chemistry Professional and Professionally-Related Table I
- Computer Science Core Elective Table I
- Financial Mathematics
- MTH 600 - Computational Methods in Mathematics
- MTH 660 - Fixed Income Modelling
- MTH 700 - Financial Mathematics I
- Mathematics Core Elective Table I
- Minor in Mathematics