S T O C H A S T I C    M O D E L L I N G 
                              FALL 2007

                BMA/ST/OR/MA 7 7 3 -001 

Instructor: Dr. C. E. Smith, 513 E Cox Hall, Phone 515-1907,
 e-mail: bmasmith@stat.ncsu.edu, Office Hours: TBA or by appointment

NOTE: on any emails put 
 BMA773 in subject line 

COURSE Website: 
 
 http://www4.stat.ncsu.edu/~bmasmith/BMA773
Class Time & Place: Lecture:  Tues., Thur. 3:00-4:15, Riddick 214 

Text:
  Gardiner, C. W. Handbook of Stochastic Methods, Third EDITION
paperback, Springer 2004 

Other supplememtary books and journal articles are in Reserve Room at D H Hill.

Course Contents (weekly reading assigments will be given from text and
journal article):

  chapters 1-10 in text, basically a more physical approach to stochastic
differential equations
  develop ability to read and identify current issues and methods
of stochastic modelling from journal articles.
  be able to simulate stochastic differential equations and simple
random process

Grading:
The course grade will be computed from a weighted average of your homework,
 a midterm, and a final project. 
Homework                                           40 %
Midterm at least part take home                    30 %   
Final Project (Simulation or article extension)    30 %  

The final score will be expressed as a percent between 0 and 100.
 plus/minus letter grades will be used.

  Any students with disabilities should make an appointment and bring a 
   copy of the DDS letter as per provost webpage.