Subject:
Applied Mathematics (AMATH)
Catalog number:
777
Unit weight:
0.50
Meet type:
LEC
Grading basis:
NUM
Cross-listing(s):
N/A
Requisites:
N/A
Description:
Basic concepts and classification of stochastic processes. Stochastic differentiation and integration, Markov processes, Chapman-Kolmogorov equation, Fokker-Planck equation, Master equations: mesoscopic vs. macroscopic description. Spectral representation of stationary processes. Correlation function theory. A previous course in probability theory at the undergraduate level is strongly recommended.
Topic titles:
N/A
Faculty:
Mathematics (MAT)
Academic level:
GRD
Course ID:
011284
