Stochastic Processes (随机过程)

This is an applied stochastic processes course lectured by Prof. Yugu Xiao from the School of Statistics, Renmin University of China. The course covers 5 major sections in stochastic processes: Poisson Processes, Renewal Processes, Markov Chains, Martingales, and Brownian Motion. Advanced topics such as stochastic calculus is not covered in this course.

The lecture note of this course is provided here.

Past exams and solutions are provided below