| Call Number | 14053 |
|---|---|
| Day & Time Location |
MW 4:10pm-5:25pm To be announced |
| 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 | 33 students (86 max) as of 11:06AM Tuesday, December 3, 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 | 20251STAT5264G001 |