MWF 12:30pm - 1:20pm
This course, aimed at scientists and engineers without background in measure theory, introduces concepts in probability and stochastic dynamics needed for mathematical modeling. It includes, in addition to the basics of probability, Markov chain, Q-process, Chapman-Kolmogorov equations, and discrete-time martingales. Emphasis is on presenting theories with examples and variety of computational methods. Exposure to graduate level PDEs expected. Prerequisite: Undergraduate course in probability and stats, or permission of instructor; recommended: Offered: A.
November 14, 2017 - 9:10pm