PSTATW 160A
Applied Stochastic Processes
University of California Santa Barbara · UGRD · Fall 2026
1 section
Catalog description
Discrete probability models. Review of discrete and continuous probability. Conditional expectations. Simulation techniques for random variables. Discrete time stochastic processes: random walks and Markov chains with applications to Monte Carlo simulation and mathematical finance. Introduction to Poisson process.
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001
Availability not recently verifiedClass #california_santa_barbara-9545Fall 2026UGRD
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