STAT GU4207 / GR5207

Home

CV

Research

Teaching

Expository

This is the webpage for Elementary Stochastic Processes (STAT GU4207 / GR5207) taught at Columbia during Spring 2025. The course an introduction to theory and applications of stochastic processes. Topics include Markov chains (in discrete and continuous time), Poisson processes, Gaussian processes, and Brownian motion, as well as applications to physics, biology, and finance.

Materials: [syllabus], [lecture notes]

Assignments: [HW1], [HW2], [HW3], [HW4], [HW5], [HW6], [HW7], [HW8], [HW9], [HW10], [HW11], [HW12], [HW13], [HW14]

Exams: [midterm 1], [midterm 2], [final]

Lectures: