MAT2361: Stochastic Processes

The aim of this module is to study the basic theory introduce the stochastic processes in discrete and continuous time.  We use mathematical techniques to explore the behaviour of these processes.  We introduce to the students the Markov chain both discrete and, continuous and their application to Queueing models, Martingale and Gaussian Processes, and finally simulation of some stochastic processes using R, or MATLAB.