MATH 4461 Stochastic Processes
A stochastic process describes the evolution of a system that changes over time in a random manner. This course introduces and studies various properties of some fundamental stochastic processes, including Markov chains in discrete and continuous time, renewal processes, and Brownian motion.
Course overview
- Department
- Mathematics
- School
- MCAS
- Credits
- 3
- Level
- Undergraduate
- Offered
- Every Fall
Catalog details
Requirements fulfilled
- Mathematics B.A.: 4000-level Mathematics elective options (Current University Catalog; students should confirm their catalog year)
- Mathematics B.S.: 4000-level Mathematics elective options (Current University Catalog; students should confirm their catalog year)
- Computer Science B.S.: Upper-level mathematics option (Current University Catalog; students should confirm their catalog year)
Course evaluations
- Course rating
- 3.81 / 5 · Very Good
- Instructor rating
- 3.70 / 5 · Very Good
- Terms evaluated
- 5
| Term | Instructor | Course overall | Instructor overall | Well organized | Clear learning objectives | Intellectually challenging | Helpful assignments | Applicable beyond course | Attendance necessary | Weekly effort | Responses |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Fall 2025 | Jamison Wolf | 4.2 | 4.2 | 4.3 | 4.8 | 4.5 | 4.8 | 4.3 | 4.5 | 10+ hrs/week | 6 of 8 |
| Fall 2024 | Jamison Wolf | 4.0 | 3.9 | 4.6 | 4.8 | 4.9 | 4.5 | 4.3 | 4.8 | 7–9 hrs/week | 12 of 19 |
| Fall 2023 | Jamison Wolf | — | — | — | — | — | — | — | — | — | 12 of 13 |
| Fall 2022 | Jamison Wolf | 3.6 | 3.8 | 4.2 | 4.6 | 5.0 | 4.8 | 4.6 | 5.0 | 7–9 hrs/week | 8 of 9 |
| Fall 2021 | Jamison Wolf | 3.5 | 3.4 | 4.4 | 4.2 | 4.7 | 4.5 | 4.2 | 4.7 | — | 17 of 20 |