Spring 2024 Statistics GR5264 section 001

STOCHASTC PROCSSES-APPLICTNS I

STOCHASTC PROCSSES-APPLIC

Call Number 13680
Day & Time
Location
MW 4:10pm-5:25pm
207 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Steven Campbell
Type LECTURE
Method of Instruction In-Person
Course Description Prerequisites: STAT GR5203 or the equivalent. 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 22 students (86 max) as of 11:52PM Thursday, December 5, 2024
Subject Statistics
Number GR5264
Section 001
Division Graduate School of Arts and Sciences
Open To GSAS
Note STAT MA & MATH FINANCE students only
Section key 20241STAT5264G001