PSTAT 222C - Advanced Stochastic Processes

Topics chosen from: Markov processes; continuous time matringales; theory of Brownian motion and diffusion processes; Levy processes stochastic calculus; stochastic differential equations and numerical methods; stochastic control. Applications to engineering, finance, biology, etc.

Prerequisites: PSTAT 213A-B-C.

PSTAT 222C

0 / 10 Enrolled

Advanced Stochastic Processes

Alexander Shkolnik 3.7

M W

14:00 PM - 15:15 PM

90.7% A