Stochastic Processes (Spring 2021)

General Information

Instructor:

Chihao Zhang

Time:

Monday
12:55 - 15:40

Location:

DongShangYuan (东上院) 107

Office Hour:

Monday
7:00pm - 10:00pm
School of Software (软件学院) 1402-2

References

Essentials of Stochastic Processes, 3rd Edition, Richard Durrett, Springer.

Introduction to Probability Models, 11th Edition, Sheldon Ross, Elsevier.

Stochastic Processes: Theory and Applications (unfinished manuscript), Joseph Chang.

News

Lecture Notes

[Feb 22][manuscript][notes] Introduction to the Course (slides in Chinese), Review of Probability Theory