Department of Mathematics and Statistics, Binghamton University people:kargin:math573https://www2.math.binghamton.edu/2026-04-17T10:23:22-04:00FeedCreator 1.7.2-ppt DokuWikipeople:kargin:math573:start2026-04-17T05:10:52-04:002026-04-17T05:10:52-04:00https://www2.math.binghamton.edu/p/people/kargin/math573/start
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Syllabus Draft for MATH 573
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Applied Probability and Stochastic Processes
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Books for Reference:
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<ol>
<li class="level1"><div class="li"> N. C. van Kampen, Stochastic Processes in Physics and Chemistry.</div>
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<li class="level1"><div class="li"> B. Oksendal, Stochastic Differential Equations, An Introduction with Applications</div>
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Topics:
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<ol>
<li class="level1"><div class="li"> General info and examples of stochastic processes</div>
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<li class="level1"><div class="li"> Markov processes</div>
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<li class="level1"><div class="li"> Queues and renewal processes</div>
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<li class="level1"><div class="li"> Brownian motion</div>
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<li class="level1"><div class="li"> Stochastic Integrals and Ito Formula</div>
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<li class="level1"><div class="li"> SDEs and Diffusions</div>
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