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MA4546 - Introduction to Stochastic Processes

Offering Academic Unit
Department of Mathematics
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Equivalent Course(s)
Course Offering Term*:
Semester B 2023/24

* The offering term is subject to change without prior notice
 
Course Aims
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. 

Assessment (Indicative only, please check the detailed course information)
Continuous Assessment: 40%
Examination: 60%
Examination Duration: 2 hours
 
Detailed Course Information
MA4546.pdf

Useful Links
Department of Mathematics