6.265/15.070 Advanced Stochastic Processes (For Doctoral Students)
Fall 2013
image restricted to class participants
Instructor: David Gamarnik
Teach Assistant: Quan Li
Lecture: MW 1:00-2:30 (E62-221)
Information:
An advanced course devoted to the theory of random
processes.
Constituent topics include large deviations theory, Martingales and
stopping time theorems, Brownian Motion and Reflected Brownian
motion, Ito calculus, theory of weak convergence, applications to
the queueing theory, mathematical finance and the theory of random
graphs.
Announcements
Midterm solutions are posted
Dear all,Midterm solutions are posted on Stellar. Hope you all have a good weekend!
Best,
Quan
Announced on 02 November 2013 7:55 p.m. by Quan Li
No class today
Dear all,Just a reminder, we do not have class today. See you on Wednesday.
Best,
Quan
Announced on 07 October 2013 1:13 a.m. by Quan Li
Problem set #1 Solutions are now available
Dear all,Pset #1 solutions are posted in Stellar. Also, I will return the graded homework #1 to you after class on Monday. See you then.
-Quan
Announced on 29 September 2013 2:34 p.m. by Quan Li
