2017-18 Catalog

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MATH 464 Advanced Stochastic Process 3 Credits

Theory of stochastic processes; stopping times; martingales; Markov processes; Brownian motion; stochastic calculus; Brownian bridge, laws of suprema; Gaussian processes.
Prerequisites: MATH 309 and MATH 401

Environmental Initiative


...used to fulfill college math and science distribution...courses (12 credits) + POLS 464 Community Fellowship I...