Course ID
021118
Course Description
[Taught Spring semester in odd-numbered years]. Stochastic Processes in continuous time: Levy processes, Martingales, Markov processes, introduction to stochastic integrals.
Min Units
3
Max Units
3
Repeatable for Credit
No
Grading Basis
GRD - Regular Grades A, B, C, D, E
Career
Graduate
Course Attributes
GIDP - STATD (Statistics and Data Science)
Course Requisites
Strong probability background.
May be convened with
Component
Lecture
Optional Component
No