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MATH 4233
Stochastic Processes
Class hours: 3
Lab hours:
Semesters Available: On Demand
Years Available: All
This course focuses on the qualitative and quantitative behavior of stochastic models. Topics include: Markov chains, Markov processes in discrete and continuous time, diffusion processes, Brownian motion and transformations of Brownian motion, stochastic differential equations.
Prerequisites: MATH2203 and MATH3404.



3 programs require this course.
No courses require this as a prerequisite or corequisite.