Brief Course Description
1. Course Title:
Stochastic Models And Application
2. Language of Instruction:
Vietnamese
3. Course Code:
STO608028
4. Credits:
3
5. Course Objectives:
The objective of the course Random Processes and Applications is to help students grasp the fundamental concepts of random processes, thereby building a solid foundation for understanding and applying random process models in both research and practical fields. Specifically, the course will introduce and analyze important types of random processes, such as the random walk process, Markov chains, Wiener process, and other models that have widespread applications in applied sciences.
6. Brief Description of Course Content:
This course is an graduate course on stochastic processes. Topics include the Markov chain, random walk, Poisson and Wiener processes. Moreover, some applications in economics and finance also introduced.