[Probcogsci] Reading group: Stochastic Processes

[Angela Yu]

Dear all,

I am organizing a reading group to read through a textbook or a set of  
lecture notes on stochastic processes (martingales, browning motion,  
Gaussian, Markov, Poisson, and Jump processes, drift-diffusion  
processes, Orstein-Uhlenbeck processes), with the view of eventually  
moving on to stochastic control theory (e.g. stopping problems, bandit  
processes, sequential sampling theory, etc.).

Please let me know if you are interested in participating in the  
reading group.

Best wishes,
Angela

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Angela J. Yu
Assistant Professor
Department of Cognitive Science
UCSD, Mail Code 0515
9500 Gilman Drive
La Jolla, CA 92093-0515

Email: ajyu at cogsci.ucsd.edu
Phone: 858-822-3317
Fax: 858-534-1128
Website: www.cogsci.ucsd.edu/~ajyu
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