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In this program

Estimation for stochastic models (MLE, method of moments)
Simulation of Markov chains
Point processes
Time series as stochastic processes (ARMA connection)
Numerical methods for SDEs: Euler–Maruyama and Milstein
Case studies in biology and physics
Operations research

Computational and statistical methods

Case studies in biology and physics

Stochastic processes · Standard syllabus

Topic

Case studies in biology and physics

Practice by unit: Computational and statistical methods

Graduate Stochastic Processes — scope drawn from open stochastic processes notes and typical US graduate stochastic processes syllabi.

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