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MATH-6660: Stochastic Processes and Modeling
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Stochastic Processes and Modeling
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MATH-6660
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This course provides an introduction to methods and concepts to model and analyze the dynamics of system with uncertain inputs or too many variables to track explicitly. Topics may include Markov processes, point processes, renewal processes, and/or stochastic differential equations. Applications will be developed and illustrated on examples drawn from physics, biology, chemistry, industry, and finance.
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4 credits
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Prereqs:
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< a class = "course-pill" href = "MATH-2400" > MATH-2400 Introduction to Differential Equations< / a >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202401&subj_in=MATH&crse_in=6660&schd_in=" > Stochastic Processes And Modeling (4c)< / a >
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< li > Peter R Kramer< / li >
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Seats Taken: 0/25
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202201&subj_in=MATH&crse_in=6660&schd_in=" > Stochastic Proc. And Modeling (4c)< / a >
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< ul class = "prof-list" >
< li > Peter R Kramer< / li >
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Seats Taken: 9/30
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201909&subj_in=MATH&crse_in=6660&schd_in=" > Stochastic Processes And Modeling (4c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Peter R Kramer< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 11/30
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< th class = "year" > 2018< / th >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201801&subj_in=MATH&crse_in=6660&schd_in=" > Stochastic Processes And Modeling (4c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Peter R Kramer< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 17/30
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201509&subj_in=MATH&crse_in=6660&schd_in=" > Stochastic Processes And Modeling (4c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Peter R Kramer< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 24/30
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< th class = "year" > 2014< / th >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201401&subj_in=MATH&crse_in=6660&schd_in=" > Stochastic Processes And Modeling (4c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Peter R Kramer< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 24/30
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< td class = "term fall not-offered" >
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< td class = "term spring not-offered" >
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< td class = "term fall not-offered" >
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< td class = "term spring not-offered" >
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< td class = "term fall not-offered" >
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