Browsing Sloan School of Management (15) - Archived by Subject "theoretic probability"

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    • 15.070 Advanced Stochastic Processes, Fall 2005 

      Gamarnik, David; Shah, Premal (2005-12)
      The class covers the analysis and modeling of stochastic processes. Topics include measure theoretic probability, martingales, filtration, and stopping theorems, elements of large deviations theory, Brownian motion and ...