Semester.ly

Johns Hopkins University | EN.553.626

Introduction to Stochastic Processes

4.0

credits

Average Course Rating

(3.86)

Mathematical theory of stochastic processes. Emphasis on deriving the dependence relations, statistical properties, and sample path behavior including random walks, Markov chains (both discrete and continuous time), Poisson processes, martingales, and Brownian motion. Applications that illuminate the theory. Students may receive credit for EN.553.426 or EN.553.626. Recommended course background: (EN.553.291 OR AS.110.201 OR AS.110.212).

Spring 2023

Professor: Subas Acharya

(3.86)