MATH 4740 — Stochastic Processes
General Information
A one-semester introduction to stochastic processes which develops the theory together with applications. Covers Markov chains in discrete and continuous time and Poisson processes. Other topics may include queuing theory, martingales, Brownian motion, and option pricing. This course may be useful to graduate students in the biological sciences or other disciplines who encounter stochastic models in their work but who do not have the background for more advanced courses such as ORIE 6500. Students will be expected to be comfortable writing proofs. More experience with proofs may be gained by first taking a 3000-level MATH course.
Full Cornell course description (SP26)
Credits: 4
Prerequisites and Enrollment
Prerequisites: MATH 4710, BTRY 3080/ILRST 3080/STSCI 3080, ORIE 3500, or ECON 3130 and linear algebra (MATH 2210, MATH 2230, MATH 2310, MATH 2940, or equivalent).
Recorded Offerings
| Semester | Listed instructors | Course details |
|---|---|---|
| Spring 2026 | Philippe Sosoe | Roster / syllabus |
Workload and General Advice
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Course information checked against Cornell’s Spring and Fall 2026 rosters on September 18, 2026. The listed semesters are verified examples, not a complete offering history.