CME298

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Probability and Stochastic Differential Equations for Applications

Institute for Computational and Mathematical Engr ENGR - School of Engineering

Course Description

Calculus of random variables and their distributions with applications. Review of limit theorems of probability and their application to statistical estimation and basic Monte Carlo methods. Introduction to Markov chains, random walks, Brownian motion and basic stochastic differential equations with some applications in science and/or engineering. Prerequisites: Math 53 and either Math 151, Stats 117 or equivalent level of probability knowledge.

Cross Listed Courses

Grading Basis

ROP - Letter or Credit/No Credit

Min

4

Max

4

Course Repeatable for Degree Credit?

No

Course Component

Lecture

Enrollment Optional?

No

This course has been approved for the following WAYS

Formal Reasoning (FR)

Programs

CME298 is a completion requirement for:
  • (from the following course set: )
  • (from the following course set: )