STA 961

Stochastic Processes

Duke University · UGRD · Fall 2026

1 section

Catalog description

Conditional probabilities and Radon-Nikodym derivatives of measures; tightness and weak convergence of probability measures, measurability and observability. Markov chains, Brownian motion, Poisson processes. Gaussian processes, birth-and-death processes, and an introduction to continuous-time martingales. Prerequisite: Statistical Science 711 and 732.

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Class #duke-STA961Fall 2026UGRD3 credits

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