Advanced Stochastic Processes OpenCourseWare: MIT's Free Graduate Level Course on Stochastic Process Analysis
The OpenCourseWare 'Advanced Stochastic Processes' is about the modeling and analysis of stochastic processes. MIT's business master's students take this graduate-level course.
Advanced Stochastic Processes: Course Specifics
Degree Level | Free | Audio | Video | Downloads |
---|---|---|---|---|
Graduate | Yes | No | No | Yes |
Lectures/Notes | Study Materials | Tests/Quizzes |
---|---|---|
Yes | No | Yes |
Advanced Stochastic Processes: Course Description
Professor David Gamarnik and Premal Shah taught this graduate-level course. The course focuses on the mathematical properties and analysis of random processes. Starting with probability basics, random variables, i.i.d. (independent and identically distributed) random variables and Strong Law, the class then looks at Brownian motion, convergence modes, conditional expectations, filtration, martingales and stopping times. Students are introduced to Itô calculus (Kiyoshi Itô advanced calculus methods to stochastic processes). Other topics include Girsanov Theorem, queuing networks and reflected Brownian motion.
The OpenCourseWare version includes lecture notes for all 25 classes. Six problem sets and two exams are also included, but without solutions. To take this free course, go to the course page for ''Advanced Stochastic Processes.''
Featured School Choices:
-
Grand Canyon University
Grand Canyon University responds quickly to information requests through this site.
Suggested programs:
- MBA and MS in Leadership (Dual Degree)
- MBA: Leadership
- Master of Business Administration with an Emphasis in Supply Chain Management
- M.B.A. with an Emphasis in Project Management
- Master of Science in Business Analytics
More information about Grand Canyon University
-
Purdue Global
Purdue Global responds quickly to information requests through this site.
Suggested programs:
- M.B.A. in Project Management
- M.S. in Mgmt - Project Management
- Master of Science in Management
- Master of Business Administration
- Master of Professional Studies
More information about Purdue Global
-
Full Sail University
Full Sail University responds quickly to information requests through this site.
Suggested programs:
- Master of Science - Entertainment Business
More information about Full Sail University
-
Liberty University
Liberty University responds quickly to information requests through this site.
Suggested programs:
- Doctor of Business Administration: Accounting
- Doctor of Business Administration: Executive Coaching
- Doctor of Business Administration: Finance
- Doctor of Business Administration: Healthcare Management
- Doctor of Business Administration: Human Resources
More information about Liberty University
-
Michigan State University
Michigan State University responds quickly to information requests through this site.
More information about Michigan State University
-
Northwestern University
Northwestern University responds quickly to information requests through this site.
More information about Northwestern University