Calculus of random variables and their distributions with applications. Review of limit theorems of probability and their application to statistical estimation and basic Monte Carlo methods. Introduction to Markov chains, random walks, Brownian motion and basic stochastic differential equations with some applications in science and/or engineering.
4 units · Letter or Credit/No Credit · GER: WAY-FR
Calculus of random variables and their distributions with applications. Review of limit theorems of probability and their application to statistical estimation and basic Monte Carlo methods. Introduction to Markov chains, random walks, Brownian motion and basic stochastic differential equations with some applications in science and/or engineering.
Offered in Spring 2027 at Stanford University.