Math 584 - Applied Stochastic Models

Fall 2005

Course Details:

Number: 22706 (4 credits) - MWF 12-12:50 in 304 SH

Prerequisites:

Grade C or higher in Math 417, Math 481 and Stat 401; or consent of the instructor

Instructor Info

Text and References

No required text

Several books are on reserve in UIC Library (see References link).

General Description

Applications of stochastic models in chemistry, physics, biology, queueing, filtering, and stochastic control, diffusion approximations, Brownian motion, stochastic calculus, stochastically perturbed dynamical systems, first passage times. ( Detailed Syllabus )

Grading Policy

  1. exam - 25%
  2. Homework - 75%

STUDENTS WITH DISABILITIES: Students with disabilities who require accommodations for access and participation in this course must be registered with the Office of Disability Services (ODS). Please contact ODS at 312-413-2183 (voice) or 312-413-0123 (TTY).
ACADEMIC INTEGRITY: Students are expected to be thoroughly familiar with the University's policy on academic integrity. See page 57 of the 2003-2005 Undergraduate Catalog. The University has instituted serious penalties for academic dishonesty. We have encouraged you to work with your classmates on homework. Regarding homework, quizzes, hour exams, and the final examination: Copying work to be submitted for grade, or allowing your work to be submitted for grade to be copied, is considered academic dishonesty.
Last Modified: Monday, 22-Aug-2005 11:14:12 CDT by Charles Tier