Math 285 (Stochastic Processes)


Lecture Notes
UCSD Catalog

Math 285 (Driver, Spring 2015) Stochastic Processes


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New due date for Homework 8 is Friday May 29, 2015.

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Instructor: Bruce Driver (, AP&M 5260, 534-2648.

TA:    Jeremy Semko:  Office:  APM 6432, Email:            

Bruce Driver's Office Hours: Monday and Friday, 10a-11a in AP&M 5260.

Jeremy Semko's Office Hours: Monday, 12p-1p in AP&M 6432

Meeting times: Lectures are on MWF 9:00a - 9:50a in AP&M 5402

Textbook:  Introduction to Stochastic Processes (second edition) by G. Lawler.                    

Auxiliary Text: Essentials of Stochastic Processes (second edition), by Rick Durrett may also be useful. UCSD students may see this book at
               .   Some supplementary notes will also likely be posted on this web-site.

Useful Matlab Scripts:

Prerequisites:  The official prerequisite for this course is Math 180A (or an upper-division Introduction to Probability course).

Grading: Your course grade will be based on the homework assignments which are due in class on Wednesdays. Course grades will be posted on TED (

Course Description:  This course is an introduction to Stochastic Processes for beginning mathematics graduate students and graduate students from other science and engineering disciplines. For mathematics graduate students the course will provide background and motivation for the more advanced year-long sequence Math 280ABC (measure-theoretic probability). Students from other disciplines will find that the course provides a theoretical basis for applied work in stochastic modeling. Topics to be covered include:

bullet Conditional expectations, filtrations, and stopping times
bullet Markov chains in discrete and continuous time;
bullet Martingales;
bullet Brownian motion.


Jump to Bruce Driver's Homepage.                       Go to list of mathematics course pages.

Last modified on Saturday, 21 March 2015 06:44 AM.