SEG5580 

  Advanced Stochastic Models


Instructor

 Professor Chen, Nan

 ERB Room 709A,  2609-8237,  nchen@se.cuhk.edu.hk 

Lecture time & Venues

Monday 9:30pm-12:30am , ERB 706

Syllabus

Course Syllabus

Marking Scheme

20% Homework

40% Midterm Exam 

40% Final Exam

Textbooks

S.Ross, Stochastic Process, 2nd Edition, John Wiley& Sons, Inc, 1996.

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