Math 5050-1, University of Utah, Spring 2009
Stochastic Processes & Simulation II: Course Syllabus

Instructor: Davar Khoshnevisan (Contact Information | Office Hours)
Time/Place: MWF 9:40-10:30 am: NS 203.
Text: Introduction to Stochastic Processes, Gregory F. Lawler, Second Edition, Chapman & Hall, New York, 2006.
Course Description: This is the continuation to 5040-1. Topics include martingales, renewal theory, advanced Markov chains, Brownian motion, and elements of stochastic calculus.
Grading: Weekly assignments (50% total); one midterm (25%); and one final exam (25%).
Homework: Posted weekly; see below.


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