CMTH 500 - Introduction to Stochastic Processes

Delivery Options In-Person

Course Description

Topics include: Conditional expectation. Markov chains. Poisson process and Compound Poisson process. Continuous-time Markov processes. Discrete-time martingales. Continuous-time martingales. Brownian motion. Stochastic integration and introduction to stochastic differential equations.

Sample Course Outline

Sample Classroom Course Outline

Requisites

Prerequisite: CMTH 304 or CMTH 480 or CECN 702

Relevant Programs

Science, Technology, Engineering, and Mathematics (STEM) : Electives (select 2)

Course Sections

CMTH 500 - BA0

Spring/Summer 2027

In-Person

Mon, Wed 6:00PM - 9:00PM
Jun 28, 2027 to Aug 11, 2027

Future Offering (Opens Feb 02, 2027)

$616.32

1442

LEC

M, W

6:00PM to 9:00PM

Jun 28, 2027 to Aug 11, 2027

Schedule

View Details

39.0

Downtown

In-Person

Domestic Fee non-credit	$616.32	Click here to get more information
Domestic Out of Province Fee non-credit	$0.00	Click here to get more information
International Fee non-credit	$0.00	Click here to get more information