Math 285 (Driver, Spring 2016) Stochastic
Processes
(http://www.math.ucsd.edu/~bdriver/285_S2016/index.htm)
Instructor:
Bruce Driver (bdriver@math.ucsd.edu),
AP&M 5260, 534-2648.
Bruce Driver's Office Hours: Monday and Wednesday, 10a-11a in
AP&M 5260.
TA (Grader):
Tingyi Zhu (t8zhu@ucsd.edu),
AP&M
6422.
Meeting times:
Lectures are on MWF 9:00a - 9:50a in
AP&M
B412
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
http://link.springer.com/book/10.1007/978-1-4614-3615-7 .
Lecture Notes: Supplementary lecture notes will also be posted on this web-site.
Useful Matlab Scripts:
http://www-math.bgsu.edu/~zirbel/ap/
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 Fridays.
Course grades will be posted on
TED
(https://ted.ucsd.edu/).
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: