MATH 504: Stochastic Processes
Note: If this course is being taught this semester, more information can be found at the course home page.
Cross Listed
(none)
Prerequisites
MATH503, or permission of instructor.
This course is a prerequisite or co-requisite for
(none)
Description
A measure-theoretic course on stochastic processes.
Topics covered
Topics will depend on the background and interest of the students. Topics could include Markov Chains, Brownian motion, stochastic integration, and financial mathematics.
Related courses
(none)