MATH 588 - Stochastic Analysis
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.
Meeting Information
| Days | Times | Room | Meeting Dates | Instructor |
|---|---|---|---|---|
| T | 6:00 PM - 9:00 PM | Bell Tower 1688 | 1/19/2019 - 5/18/2019 | Jorge Garcia |
Status: Open
Class Number: 2637
Session: Extended Session 1
Units: 3.00
Class Components: Lecture
Career: Postbaccalaureate
Dates: 1/19/2019 - 5/18/2019
Grading: Letter Grade
Class Availability
Information below is 24 hours old.
Enrollment Total: 6
Available Seats: 24
Wait List Capacity: 0
Wait List Total: 0
Enrollment Information
- Graduate Division