（一）课程中文简介

随机过程是对随时间和空间变化的随机现象进行建模和分析的课程，在经济、管理、物理、生物、心理学、信息科学和工程等领域都得到广泛的应用。这是一门为统计专业学生开设的专业核心课，通过该课程的教学使学生能够掌握随机过程的基本概念、基本理论和基本方法，为学生学习后续相关专业课程，如计量经济学、时间序列分析、金融工程学等，打下必不可少的基础；使学生掌握运用随机过程的知识对社会经济生活中所遇到的各种问题进行建模和分析的各种基本方法，逐渐培养学生分析、解决实际问题的能力；主要内容为随机过程的基本方法和基本原理，具体包括：随机过程的基本概念和类型、泊松过程、马尔科夫链、二阶矩过程的均方微积分、平稳过程、鞅和随机微分方程等。

（二）课程英文简介

Stochastic Processes is a course of modeling and analyzing stochastic phenomena that change with time or space. It is widely used in Economy, Management, Physics, Biology, Psychology, Information Science and Engineering. This is a core course for majors of statistics, aiming at the students’ mastery of the basic concepts, theories and methods of random process and the development of their operation techniques in statistics, thus laying a solid foundation for their study of follow-up courses such as econometrics, time series analysis, financial engineering. The study of this course develops the students’ ability to use the basic methods of random process to build model, and to analyze and solve practical problems. The main contents of this course are the basic approaches and principles of random process, including basic concepts and types, Poisson process, Markov chains,  mean square calculus of two-order moment process, stationary process， martingale and stochastic differential equations.