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CME 298

Basic Probability and Stochastic Processes with Engineering Applications (MATH 158)

  • spring
  • 2018-2019

3 units

Letter or Credit/No Credit

Calculus of random variables and their distributions with applications. Review of limit theorems of probability and their application to statistical estimation and basic Monte Carlo methods. Introduction to Markov chains, random walks, Brownian motion and basic stochastic differential equations with emphasis on applications from economics, physics and engineering, such as filtering and control. Prerequisites: exposure to basic probability.


  • LEC

    • Tuesday Thursday 10:30:00 AM - 11:50:00 AM @ 380-381U with Lexing Ying

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