Probability Theory and Stochastic Analysis (450-3-81)

Instructors

Reza Gheissari

Meeting Info

Lunt Hall 107: Mon, Wed, Fri 2:00PM - 2:50PM

Overview of class

MATH 450-3 Probability Theory and Stochastic Analysis (1 Unit)

Stochastic Integration and stochastic differential calculus, with applications to diffusion processes.

Class Materials (Required)

ISBN: 978-3319622255
Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274), 2016 Edition Author: Le Gall
Publisher: Springer

INSTRUCTOR NOTE: This book is available as a free PDF download from the NU Library

Class Materials (Suggested)

No suggested materials. See required materials