justachetan/spa

Code written as a part of MTH371 Stochastic Processes and its Applications taught my Dr. Monika Arora at IIIT Delhi in Monsoon 2018

MTH371 Stochastic Processed and Applications

Code written as a part of MTH371 Stochastic Processes and its Applications taught my Dr. Monika Arora at IIIT Delhi in Monsoon 2018

Course Description

This is a second course in Probability Theory and Stochastic Processes. It assumes a background in elementary probability theory which will be reviewed and overviewed initially. The course then develops the necessary mathematics and intuition to understand discrete and continuous stochastic processes. Students will learn not merely results but proofs as well. This will help students firmly understand the underlying mathematics and provide the intuition for setting up a model in a specific application or a problem. These problems can be from diverse fields such as engineering, physics, operations research, economics, finance, or statistics.