Probability Theory and Stochastic Analysis (450-3-71)

Instructors

Reza Gheissari

Meeting Info

Lunt Hall 101: Mon, Wed, Fri 1:00PM - 1:50PM

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)

978-3319310886
Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274), 2016 Edition Author: Le Gall
Publisher: Springer

Class Materials (Suggested)

No suggested materials. See required materials

Enrollment Requirements

Enrollment Requirements: Preregistration in this course is reserved for students who are majoring in Mathematics.