| Call Number | 14465 |
|---|---|
| Day, Time & Location | View Class Schedule & Location in Vergil |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Jaehyuk Choi |
| 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. |
| Department | Statistics |
| Enrollment | 0 students (125 max) as of 8:06PM Tuesday, October 13, 2026 |
| Subject | Statistics |
| Number | GR5264 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | Engineering:Graduate, GSAS |
| Section key | 20271STAT5264G001 |