Call Number | 13362 |
---|---|
Day & Time Location |
MW 4:10pm-5:25pm 142 Uris Hall |
Points | 3 |
Grading Mode | Standard |
Approvals Required | None |
Instructor | Graeme Baker |
Type | LECTURE |
Method of Instruction | In-Person |
Course Description | Prerequisites: STAT GU4203. STAT GU4207 is recommended. Basics of continuous-time stochastic processes. Wiener processes. Stochastic integrals. Ito's formula, stochastic calculus. Stochastic exponentials and Girsanov's theorem. Gaussian processes. Stochastic differential equations. Additional topics as time permits. |
Web Site | Vergil |
Department | Statistics |
Enrollment | 10 students (35 max) as of 5:08PM Saturday, September 7, 2024 |
Subject | Statistics |
Number | GU4264 |
Section | 001 |
Division | Graduate School of Arts and Sciences |
Open To | Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies |
Section key | 20233STAT4264G001 |