Basic Information
Hilbert Spaces. Probability Spaces, Expectation and Integration. Convergence. Conditional Expectation. Radon-nykodym Derivative, Complements in Integration and Measure Theory. Stochastic Processes, Martingales. Continucus Time Processes, Brownian Motion. Discrete Time Markov Processes# Characterization. Stability, Criteria. Continuous Time Markov Processes, Notion of Generator, Jump Processes, Semi-markov Processes.
Faculty: Electrical and Computer Engineering
|Undergraduate Studies
|Graduate Studies
Pre-required courses
Course with no extra credit
48868
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