Course Description
Conditional expectation, Brownian motion, semimartingales, stochastic calculus, stochastic differential equations, stochastic control, stochastic filtering.
Athena Title
STOCHASTIC ANALYSIS
Prerequisite
MATH 8100
Semester Course Offered
Offered every year.
Grading System
A - F (Traditional)
Course Objectives
Contact the instructor for specific course objectives and learning outcomes.
Topical Outline
Contact the instructor for topical outline for this course.
Syllabus