Stochastic processes
4 points * Second semester * Clayton * Prerequisites: MAT2020, MAS2011, MAS2032, MAS2042
This topic studies the evolution of chance phenomena in continuous time, including the Poisson process and other continuous-time Markov processes.
Assessment
Examinations (1.5 hours): 90% * Tests and/or assignments: 10%
Recommended texts
Feller W An introduction to probability theory and its applications vols 1 and 2, Wiley
Hoel P G and others An introduction to stochastic processes Houghton-Mifflin, 1972