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



MATH503, or permission of instructor.

This course is a prerequisite or co-requisite for



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.