MATH 285. Stochastic Processes (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MATH.html#math285
Description
Elements of stochastic processes, Markov chains, hidden Markov models, martingales, Brownian motion, Gaussian processes. Recommended preparation: completion of undergraduate probability theory (equivalent to MATH 180A) highly recommended. Prerequisites: graduate standing. Nongraduate students may enroll with consent of instructor.
Prerequisite courses
MATH 285 has no prerequisite courses.
Successor courses
No courses have MATH 285 as a prerequisite.