INTRODUCTION TO STOCHASTIC PROCESSES

Description

This course is an introduction to the probability models and stochastic processes (without measure theory).  It aims to develop and analyse stochastic models with applications. It also provides elementary numerical methods for solving real stochastic problems. 40% Coursework 60% Examination (Duration: 2 hours, at the end of the semester) For a student to pass the course, at least 30% of the maximum mark for the examination must be obtained.