MTH 4202 Stochastic Modeling

Credit Hours: 3

Includes discrete and continuous time parameter Markov processes and their applications to genetics, biology, ecology, Poisson and renewal processes and applications to reliability and queueing, time series, Brownian motion, martingales, Îto calculus and applications to finance.
Prerequisite: (MTH 2001 or MTH 2010) and MTH 2401