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BMA 773 Stochastic Modeling

µþ²Ñ´¡Ìý773/²Ñ´¡Ìý773/°¿¸éÌý773/³§°ÕÌý773ÌýÌýStochastic ModelingÌýÌý(3 credit hours)ÌýÌý

Survey of modeling approaches and analysis methods for data from continuous state random processes. Emphasis on differential and difference equations with noisy input. Doob-Meyer decomposition of process into its signal and noise components. Examples from biological and physical sciences, and engineering. Student project.

Prerequisite: µþ²Ñ´¡Ìý772 or ST (MA) 746

Typically offered in Spring only

This course is offered alternate years

Biomathematics

/graduate/sciences/biomathematics/

...sciences. Core requirements are: BMA 771 , BMA 772 , BMA 773 and BMA 774 ; three upper...