Math 595, CRN 45995, Section BSP
Basics of Stochastic Processes

Outline: This is a short course (January 16th to March 9th) which quickly introduces the basics of the modern theory of stochastic processes. We shall emphasize those parts of the theory which are useful in a wide variety of disciplines. Our intended audience is not only mathematicians, but students from engineering, physics, and finance. We assume that the students will either be willing to accept, ex cathedra, basic aspects of measure theory, or have the ability to understand them on their own.

Provisional Schedule

Grades will be determined on the basis of homework (30%), a midterm (30%) and a final (40%).

Richard Sowers (Home Page)

Department of Mathematics
University of Illinois at Urbana-Champaign
1409 W Green St.
Urbana, IL 61801 (217) 333-6246