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MA 773 Stochastic Modeling
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: 叠惭础听772 or ST (MA) 746
Typically offered in Spring only
This course is offered alternate years