MATH 588 - Stochastic Analysis

Show Details for Open Courses Only

Description

Hours: Three hours lecture per week Prerequisites: Admission to the Computer Science or Mathematics Graduate Program Topics include: Brownian motion, stochastic integrals, conditional expectation, Kolmogorv's Theorem, applications of Lebesgue Dominated Convergence Theorem. Introduction to Stochastic Differential Equations will be given.

Units: 3.00
Grading: Letter Grade

Info current as 5/2/2024
Section Class # Type Days Time Location Instructor Course Details [Key]
1 2637 LEC T  6:00 PM  -  9:00 PM  Bell Tower 1688 Jorge Garcia Course Open Class Details Extended University Class

Key for Course Detail Icons

  • Course open= Course Open
  • course closed= Course Closed
  • course details= Course Details
  • textbook info= Textbook Info
  • General Education Class= General Education
  • Extended University Class= Extended University
  • Service Learning Class= Service-Learning
  • Blended Class= Blended
  • Online Class= Online
  • No Cost Course Materials= No Cost Course Materials
  • Low Cost Course Materials= Low Cost Course Materials