北京雁栖湖应用数学研究院

**Course Introduction: Stochastic Processes**

This course delves into the academic discipline of Stochastic Processes, focusing on both theoretical analysis and practical applications. Students will explore foundational concepts such as Markov chains and Poisson processes, gaining a deep understanding of probabilistic modeling. The course emphasizes a hands-on approach, incorporating programming demonstrations to illustrate key ideas and enhance comprehension. Through practical exercises, students will apply stochastic methodologies to solve real-world problems in diverse fields like finance and engineering. This blend of theory, application, and programming ensures a comprehensive learning experience that prepares students for advanced study and professional challenges in stochastic modeling.