MATH332 THEORETICAL ASPECTS OF STOCHASTIC PROCESSES
| Course Code: |
2360332 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
6.0 |
| Department: |
Mathematics |
| Language of Instruction: |
English |
| Level of Study: |
Undergraduate |
| Course Coordinator: |
|
| Offered Semester: |
Spring Semesters. |
| Prerequisite: |
Set 1: 2360262
, 2360301 |
| The course set above should be completed before taking
MATH332 THEORETICAL ASPECTS OF STOCHASTIC PROCESSES . |
Course Content
Introduction to stochastic processes. Emergence and applications of stochastic processes in various areas of mathematics such as geometry and group theory. Finite and countable Markov chains. Classification of states with proofs. Continuous-time Markov chains; Poisson process. Conditional expectation. Martingales. Brownian motion. Fractal nature of zero sets of Brownian motion.
