semester 6 math courses at IISc (ongoing)

course name course details course grade course instructor
Introduction to Stochastic Processes Discrete parameter Markov Chains: Chapman-Kolmogorov equations, Classification of states, Limit Theorems, Examples: Random Walks, Gambler's Ruin, Branching processes. Time reversible Markov chains. Simulations and MCMC Poisson processes, Definitions, and properties: interarrival and waiting time distributions, superposition and thinning, Nonhomogeneous Poisson process, Compound Poisson process. Simulation. Continuous time Markov Chains: Definition, Birth-Death processes, Kolmogorov backward and forward equations, Limiting probabilities, Time reversibility. Queueing Theory, Simulation. Renewal Theory Brownian Motion Prof Arvind Ayyer
Stochastic Processes (MA 262) Construction and sample path properties of Brownian motion. Strong Markov property. Martingales in Brownian motion. Long term behaviour. Skorokhod embedding and Donsker’s theorem. Continuous time martingales, quadratic variation. Stochastic integration with respect to continuous semi-martingales. Ito’s formula. Introduction to diffusions Prof Manjunath Krishnapur