PSTAT 160A - Applied Stochastic Processes

Discrete probability models. Review of discrete and continuous probability. Conditional expectations. Simulation techniques for random variables. Discrete time stochastic processes: random walks and Markov chains with applications to Monte Carlo simulation and mathematical finance. Introduction to Poisson process.

Prerequisites: Mathematics 4A or 4AI or 5A, Mathematics 8 or PSTAT 8, and PSTAT 120A. A minimum letter grade of C or better must be earned in each course.

PSTAT 160A

4 / 75 Enrolled

Applied Stochastic Processes

Tomoyuki Ichiba 3.8

M W

14:00 PM - 15:15 PM

38.0% A

PSTAT 160A

5 / 75 Enrolled

Applied Stochastic Processes

V. PALANIAPPAN 3.7

T R

17:00 PM - 18:15 PM

38.0% A