Autumn 2021
Meeting:
MWF 1:30pm - 2:20pm / MEB 245
SLN:
10241
Section Type:
Lecture
Joint Sections:
AMATH 561 B
Instructor:
APPLIED MATH STUDENTS HAVE
PRIORITY REGISTRATION;
OTHERS MUST WAIT
UNTIL REGISTRATION PERIOD II.
Catalog Description:
Introduces concepts in probability and stochastic dynamics needed for mathematical modeling. In addition to the basics of probability, includes martingales, Markov chains, and Chapman-Kolmogorov equations. Introduces concepts in measure theory from an applied mathematics perspective. Emphasis on presenting theories with examples and a variety of computational methods. Prerequisite: either undergraduate coursework in partial differential equations; and undergraduate coursework in probability and statistics, or permission of instructor. Offered: A.
Credits:
5.0
Status:
Active
Last updated:
October 4, 2024 - 2:20 pm