STATS 723 - Stochastic Methods: Theory and Applications
Faculty
Science
Department
Statistics
Points:
15
Available Semesters:
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Course Components
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Description: Essential probabilistic techniques underlying discrete and continuous stochastic models and their applications. Markov processes in discrete and continuous time, diffusion processes, Ito’s lemma, stochastic differential equations, and martingales. Applications may include models from biology and population genetics, physics, engineering, chemistry, finance, economics, and statistics.
Prerequisites / Restrictions
Prerequisite: 15 points from ENGSCI 314, STATS 313, 325, or 15 points with a B+ or higher from STATS 210, 225, or B+ or higher in MATHS 250 and 15 points from STATS 125, 320, 370
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