MTH504, Stochastic Processes

Note: If this course is being taught this semester, more information can be found at the course home page.

Cross Listed

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Prerequisites

MTH503, or permission of instructor.

This course is a prerequisite or co-requisite for

(none)

Description

A measure-theoretic course on stochastic processes.

Topics covered

Topics will depend on the background and interest of the students. Topics could include Markov Chains, Brownian motion, stochastic integration, and financial mathematics.

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