MTH504, Stochastic Processes
Note: If this course is being taught this semester, more information can be found at the course home page.
MTH503, or permission of instructor.
This course is a prerequisite or co-requisite for
A measure-theoretic course on stochastic processes.
Topics will depend on the background and interest of the students. Topics could include Markov Chains, Brownian motion, stochastic integration, and financial mathematics.