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University at Buffalo

UB Graduate Academic Schedule: Spring 2022

This information is updated nightly. Additional information about this course, including real-time course data, prerequisite and corequisite information, is available to current students via the HUB Student Center, which is accessible via MyUB.


MTH 546LEC - Stochastic Processes
Stochastic Processes D Enrollment Information (not real time - data refreshed nightly)
Class #:   24232   Enrollment Capacity:   15
Section:   D   Enrollment Total:   2
Credits:   3.00 credits   Seats Available:   13
Dates:   01/31/2022 - 05/13/2022   Status:   OPEN
Days, Time:   M W F , 11:00 AM - 11:50 AM
Room:   Math 122 view map
Location:   North Campus      
  Course Description
Stochastic processes describe the dynamics of systems that evolve in time acceding to probabilistic laws, rather than deterministic laws. We particularly study Markov processes, which have the property that the future only depends on the present, not on the past. Topics to be covered are discrete Markov chains, Poisson processes, continuous Markov chains, Brownian motion, among others. The course emphasizes the mathematical formulation of concepts as well as applications and computations. Measure theory is not employed.
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  On-line Resources
Other Courses Taught By: Dimock