‘18.615: Introduction to Stochastic Processes’

Table of contents

  1. Course Info
  2. Realistic Prerequisites
  3. Subject Matter
  4. Course Staff
  5. Lectures
  6. Problem Sets
  7. Exams
  8. Resources
  9. Grading
  10. Advice to Future Students

Course Info

Class Size 47
Hours/Week 10.5 (20 responses)
Instructors Jimmy He
Overall Rating 5.9/7.0

Realistic Prerequisites

  • The content of 18.600 was a necessary prerequisite.

Subject Matter

  • Focused on applications, though contained foundational/theoretic material.

Course Staff

  • Very helpful and approachable. Willing to help in office hours with quick responses to emails from the course staff.


  • The pacing of some lectures was a bit fast at times, but overall solid.
  • Problem sets helped clarify the lecture.

Problem Sets

  • Fair.
  • A bit difficult at first, but approachable from the lectures.
  • Biweekly problem sets.
  • Collaboration on problem sets with people was helpful.


  • The exams were considered stressful with some amount of time pressure.


  • There were a couple of textbooks that were loosely followed, which were good references.
  • Lecture notes were not provided for this class.


  • Students felt that grading was fair and transparent.

Advice to Future Students

  1. ”Start psets early! They’re not as scary as they look!”