University of Illinois Chicago 4 credits Mathematics
Applications of stochastic models in chemistry, physics, biology, queueing, filtering, and stochastic control, diffusion approximations, Brownian motion, stochastic calculus, stochastically perturbed dynamical systems, first passage times. Course Information: Prerequisite(s): MATH 417 and MATH 481 and STAT 401, or consent of the instructor.
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