ORIE 6540

Last Updated

  • Schedule of Classes - January 19, 2016 6:14PM EST
  • Course Catalog - January 19, 2016 6:21PM EST

ORIE 6540
Advanced Stochastic Processes

Course information provided by the 2015-2016 Catalog.

Topics include Brownian motion, martingales, Markov processes, and topics selected from: diffusions, stationary processes, point processes, weak convergence for stochastic processes and applications to diffusion approximations, Levy processes, regenerative phenomena, random walks, and stochastic integrals.


Prerequisites/Corequisites Prerequisite: ORIE 6510 or equivalent.

When Offered Spring.

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Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 17195 ORIE 6540   LEC 001

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  • Instruction Mode: In Person