STA357: Stochastic Processes

Here are sketches of lecture notes from earlier offerings of Stochastic Processes, then numbered 357, based on this Outline of topics.

An Earlier Syllabus

Prof:Robert L. Wolpert
WeekLecture Notes
1Introduction & Course Objectives
2Review of Probability
3Conditional Prob & Markov Chains I
4Measure Theory Review
5Random Walks & Hitting Probabilities
6RW, Hitting Probabilities, & SPRT
7Poisson Birth/Death
8Brownian Motion
9Brownian Bridge
10Continuous-Time Markov Chains
11Martingle Methods
12Martingales & Optional Sampling
14Martingales Applications
Final Projects