Probability and Stochastic Differential Equations for Applications
Course Description
Calculus of random variables and their distributions with applications. Review of limit theorems of probability and their application to statistical estimation and basic Monte Carlo methods. Introduction to Markov chains, random walks, Brownian motion and basic stochastic differential equations with some applications in science and/or engineering.
CME 298
Units: 4
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Typically Offered
Not Available
Grading Basis
Letter or Credit/No Credit
Class Level
Graduate
Instructional Mode
In Person
Gen Ed Requirement(s)
WAYS - Formal Reasoning (FR)