Introduction to Stochastic Processes: Math 597/697
Meeting : MW 8:40--9:55 LGRT 319
Instructor : Luc Rey-Bellet
Office : 1423 J LGRT
Phone : 545-6020
E-Mail : luc@math.umass.edu
Office Hours :
Monday 10:30--12:00, Wednesday 10:30--12:00, or by appointment.
Text: Introduction to Stochastic Processes, by Gregory F. Lawler, Chapman&Hall.
Further references:
Syllabus: This course is an introduction to stochastic processes. Prerequisite are a good knowledge of calculus and elementary probability as in Stat 515 or Stat 607. The two main goals of the course are to present some general concepts and techqniues of the theory of stochastic process and to develop probabilistic thinking and intuition. We emphasize examples and applications from various disciplines. Among the topics treated in the class are
Grade :
Exams:
Homework :
Homework #1 (due on February 15):
HW#1 PDF file
SOL#1 PDF file
Homework #2 (due on February 27 ):
HW#2 PDF file
SOL#2 PDF file
Homework #3 (due on March 10):
HW#3 PDF file
SOL#3 PDF file
Homework #4 (due on March 29):
HW#4 PDF file
SOL#4 PDF file
Homework #5 (due on April 19):
HW#5 PDF file
Homework #6 (due on April 26):
HW#6 PDF file
Homework #7 (due on May 17 ):
HW#7 PDF file