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 :
 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

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