ISYE6762: Stochastic Processes II

3 Credits

Continuous time Markov chains; uniformization, transient and limiting behavior; Brownian motion and martingales; optional sampling and convergence. Intended for Ph.D. students. Crosslisted with MATH 6762.

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GPA: 3.73Most Common: A (73.0%)

This total includes data from semesters with unknown instructors

185 students
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  • Vince Kim

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