In this program
- Poisson process: definitions
- Properties
- Compound Poisson processes
- Renewal theory (introduction)
- Martingales: optional stopping (intro)
- Brownian motion
- Diffusion (overview)
Poisson and renewal processes
Martingales: optional stopping (intro)
Stochastic processes (statistics) · Theoretical / proof-based
Topic
Martingales: optional stopping (intro)
Graduate Stochastic processes — outline derived from course README sections and typical US statistics syllabi (OpenIntro / standard OER where applicable).