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).