UCSB CS / ECE Research Mentorship Program, connect with labs, PhD, and professor for research opportunities Apply Now

Martingales, martingale convergence, stopping times, optional sampling, optional stopping theorems and applications, maximal inequalities. Brownian motion, introduction to diffusions.

Prerequisites: PSTAT 213B

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 221C PSTAT 223A PSTAT 222C
FELDMAN R
No info found
GIRV 2119
F
13:00 PM - 13:50 PM
20 / 30

Spring 2024 . Ichiba T
GIRV 2116
T R
09:30 AM - 10:45 AM
Spring 2025 . Hu R
ILP 3209
M W
09:30 AM - 10:45 AM
See All
PSTAT 213C Feldman R Spring 2023 Total: 16
PSTAT 213C Feldman R Spring 2022 Total: 15
PSTAT 197C
0 / 60 Enrolled
Capstone Project in Data Science
Katie Coburn 3.1
T R
12:30 PM - 13:45 PM
PSTAT 199
0 / 20 Enrolled
Independent Studies in Statistics
Tomoyuki Ichiba 3.8
PSTAT 207C
19 / 30 Enrolled
Statistical Theory
Andrew Carter 3.0
T R
09:30 AM - 10:45 AM
PSTAT 220C
19 / 40 Enrolled
Advanced Statistical Methods
Mengyang Michael Gu 3.9
M W
09:30 AM - 10:45 AM
PSTAT 222C
7 / 10 Enrolled
Advanced Stochastic Processes
Alexander Shkolnik 3.7
M W
14:00 PM - 15:15 PM
PSTAT 223C
5 / 5 Full
ADVANCED TOPICS IN FINANCIAL MODELING
Alexander Shkolnik 3.7
M W
14:00 PM - 15:15 PM