Stochastic Processes and Modeling
Rensselaer Polytechnic Institute MATH 6660, Spring 2026
This is the official website for course MATH 6660: Stochastic Processes and Modeling in Spring 2026.
This website contains most of the information you need for this course (lecture notes, assignments). Course sensitive information (announcements, exam, grade distribution etc.) will be posted on LMS (Rensselaer credentials required).General information
Please read the course syllabus VERY CAREFULLY
Instructor: Fabian M. Faulstich
Lecture: TueFri 02:00PM - 4:00PM Darrin Communications Center (DCC), Room 239
Office hours: TueFri 4:00PM-5:00PM in 406 Amos Eaton Hall
Piazza page: General questions about the course and its content, which might be of interest to other students, can be asked on the piazza page.
Gradescope page: Homework assignments are to be submitted through Gradescope.
Additional resources
Textbooks:
Measure Theory by Donald L. CohnProbability with Martingales by D. Williams
Stochastic Differential Equations by B. Øksendal
Stochastic Calculus and Applications by S. N. Cohen and R. J. Elliott