（课程简介英文版） The course “Applied Stochastic Processes” is a two-credit course designed for second year and above undergraduate students majoring in economics, management, and finance. This course mainly teaches mathematical theories and methods related to stochastic phenomena that evolve over time, as well as their applications in natural sciences, engineering technology, and economic and financial fields. The teaching content of this course mainly includes the basics of probability theory and several types of stochastic processes with strong financial backgrounds: Markov chains; Poisson process; Gaussian process; Brown Movement; Discrete time martingales and preliminary stochastic analysis. This course aims to guide students to master the basic theory of applied stochastic processes and their applications in economic management, including finance, cultivate their ability to quantitatively analyze and provide solutions to management science and financial practice, master the correct methods and basic concepts of using stochastic methods to analyze financial problems, and lay a solid foundation for further learning of subsequent professional courses in management science, economics, and finance. |
