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MA4546 - Introduction to Stochastic Processes

Offering Academic Unit
Department of Mathematics
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Equivalent Course(s)
Course Offering Term*:
Semester B 2024/25

* The offering term is subject to change without prior notice
 
Course Aims

This course is an introduction to the probability models and stochastic processes (without measure theory).  It aims to develop and analyse stochastic models with applications. It also provides elementary numerical methods for solving real stochastic problems. 


Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 40%
Examination: 60%
Examination Duration: 2 hours
For a student to pass the course, at least 30% of the maximum mark for the examination must be obtained.
 
Detailed Course Information

MA4546.pdf