DATA 468 / MATH 468 / MATH 568 -- Applied Stochastic Processes

Spring 2023

A simulation of Brownian motion. More here. Licensed under CC Attribution-Share Alike 3.0 Unported license.

When: TTh 2 — 315p
Where: Biological Sciences West 237
Instructor: Kevin K Lin

Office: Math 606
Phone: 520-626-6628
E-mail: klin@math.arizona.edu

Useful URLs to bookmark

This page: http://math.arizona.edu/~klin/468
D2L: https://d2l.arizona.edu/d2l/home/1258017
Gradescope: https://www.gradescope.com/courses/484208

Office hours see calendar

This page is under construction.

Course calendar

Note: This calendar is subject to change. All major changes will be announced in class and by email. Also, this is a copy of the D2L calendar. As new events take time to propagate, the D2L calendar will generally be more up-to-date.

Resources, notes, and other course info

Syllabus
Required text: Essentials of Stochastic Processes, Third Edition by Rick Durrett. An electronic version of this text is free to UA students; you can accesss it via the link above.
Supplemental text: Introduction to Stochastic Processes by Paul Hoel, Sidney Port, and Charles Stone.
Upper Division Tutoring
Brownian motion
S&P 500

Homework

Gradescope instructions

This page was last updated on December 18, 2023.