MATH 4740

Last Updated

  • Schedule of Classes - September 22, 2025 1:06PM EDT

MATH 4740
Stochastic Processes

Course information provided by the 2025-2026 Catalog.

A one-semester introduction to stochastic processes which develops the theory together with applications. The course will always cover Markov chains in discrete and continuous time and Poisson processes. Depending upon the interests of the instructor and the students, other topics may include queuing theory, martingales, Brownian motion, and option pricing.


Prerequisites MATH 4710, BTRY 3080/ILRST 3080/STSCI 3080, ORIE 3500, or ECON 3130 and linear algebra (MATH 2210, MATH 2230, MATH 2310, MATH 2940, or equivalent).

Distribution Requirements (MQL-AG, OPHLS-AG), (SMR-AS)

Last 4 Terms Offered 2025SP, 2024SP, 2023SP, 2022SP

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Syllabi: none

  •   Regular Academic Session.  Choose one lecture and one independent study.

  • 4 Credits Stdnt Opt

  •  2561 MATH 4740   LEC 001

  •  
    • TR
    • Jan 20 - May 5, 2026

    • Jeong, S

  • Instruction Mode: In Person

  •  6244 MATH 4740   IND 601

  •  
    • Jan 20 - May 5, 2026

    • Jeong, S

  • Instruction Mode: Independent Studies