Math 565b - Stochastic Processes (in continuous time)

Prof. Kennedy - Fall 2004

Math 565b is the second semester of a year long course in stochastic processes at the graduate level (measure theory is used extensively). The first semester (565a) covers discrete time stochastic processes. 565b covers continuous time stochastic processes. The year long sequence is offered every other year beginning in the spring semester. So Math 565a will be offered next in the Spring of the 2006-2007 year. Every Fall semester Math 563 is offered. This is a semester long measure theory based course in probability. It is a prerequisite both for the Math565ab sequence and the Math567ab sequence (Theoretical Statistics).

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