Applied Stochastic Methods -- 2940

Spring 2018

Monday/Wednesday 3:00-4:15 PM

Thackeray 627

Bard Ermentrout


Textbook

An Introduction to Stochastic Processes with Applications to Biology.

Linda Allen


Grading

The grades are based on the homework which will be given roughly weekly.

Overview

  1. Review of Probability Theory and Introductions (Chapter 1)
  2. Discrete time Markov Chains and applications (Chapt 2,3)
  3. Continuous Time Markov Chains (Chapt 5)
  4. Continuous time Birth and Death processes and applications (Chapt 6,7)
  5. Diffusion processes and stochastic differential equations (8,9)

Detailed Syllabus

  • Mar 26-28 Chapters 8.1-8.4 Allen
  • April 2-4 Chapter 8 finish
  • HOMEWORK 5 Due April 18