GEN 11234

Stochastic Systems

Stanford University · UGRD · Fall 2026

1 section

Catalog description

Topics in stochastic processes, emphasizing applications. Markov chains in discrete and continuous time; Markov processes in general state space; Lyapunov functions; regenerative process theory; renewal theory; martingales, Brownian motion, and diffusion processes. Application to queueing theory, storage theory, reliability, and finance. Prerequisites: 221 or STATS 217; MATH 113, 115.

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Class #stanford-11234Fall 2026UGRD3 credits

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