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  2. STAT 171

Introduction to Stochastic Processes
STAT 171

Course Information

Description

An introductory course in stochastic processes. Topics include Markov chains, branching processes, Poisson processes, birth and death processes, Brownian motion, martingales, introduction to stochastic integrals, and their applications.

Course Notes

For Spring 2026, STAT 175 D001 (M 4:30-5:45pm) will meet in Maxwell-Dworkin 206.

School Faculty of Arts & Sciences
Credits 4
Cross Reg

Available for Harvard Cross Registration

Department Statistics
Course Component Lecture
Subject Statistics
Grading Basis FAS Letter Graded
General Education N/A
Quantitative Reasoning with Data N/A
Divisional Distribution Science & Engineering & Applied Science
Course Level For Undergraduate and Graduate Students