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  • MAS651 Syllabus PDF

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    Joe Muller
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    MAS651 covers advanced stochastic processes, including martingales, Markov chains, ergodic theorems, Brownian motion, and Ito's formula. The class meets Monday and Wednesday from 10:30-11:45am in room E6-1.2413, instructed by Professor Ji Oon Lee. Students will be evaluated based on homework assignments (30%), a midterm exam (30%), and a final exam (40%). The textbook is "Probability: Theory and Examples" by Durrett.

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    MAS651 covers advanced stochastic processes, including martingales, Markov chains, ergodic theorems, Brownian motion, and Ito's formula. The class meets Monday and Wednesday from 10:30-11:45am in room E6-1.2413, instructed by Professor Ji Oon Lee. Students will be evaluated based on homework assignments (30%), a midterm exam (30%), and a final exam (40%). The textbook is "Probability: Theory and Examples" by Durrett.

    Hak Cipta:

    © All Rights Reserved
    Unduh sebagai PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    16 tayangan1 halaman

    MAS651 Syllabus PDF

    Diunggah oleh

    Joe Muller
    MAS651 covers advanced stochastic processes, including martingales, Markov chains, ergodic theorems, Brownian motion, and Ito's formula. The class meets Monday and Wednesday from 10:30-11:45am in room E6-1.2413, instructed by Professor Ji Oon Lee. Students will be evaluated based on homework assignments (30%), a midterm exam (30%), and a final exam (40%). The textbook is "Probability: Theory and Examples" by Durrett.

    Hak Cipta:

    © All Rights Reserved
    Unduh sebagai PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    dari 1

    MAS651 – Theory of Stochastic Processes

    Classroom: E6-1. 2413


    Class Hours: Mon. Wed. 10:30~11:45
    Instructor: Ji Oon Lee (E6-1. 2404, Tel. 2711, jioon@kaist.ac.kr)
    Office Hour: Mon. 14:00~15:00 or by appointment

    Scope: This is a continuation of the graduate level course on probability theory (MAS550).
    This course covers advanced concepts and theorems of probability theory.

    Textbook: “Probability: Theory and Examples” by Durrett

    Topics:
    - Martingales, Markov chains, Ergodic theorems, Brownian motion, Ito’s formula

    Evaluation:
    - Homework (30%) + Mid-term (30%) + Final (40%)

    Remarks:
    - Teaching will be in English. Questions can be in English or Korean.

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