Math 285A
Stochastic Processes
Spring 2006
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: Markov chains in discrete and continuous time; martingales; Brownian motion.
- We shall be using the text Introduction to Stochastic Processes by G. Lawler. Some supplementary material on topics not covered by the text will also be provided.
- Lectures will be on Monday, Wednesday and Friday, from 9 to 9:50 AM, in APM 7421.
- Your course grade will be based on homework assignments, of which there will be about 6 or 7.
- The official prerequisite for this course is Math 180A (an upper-division Introduction to Probability course).
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Last updated March 31, 2006