Course ID
021119
Course Description
[Taught Fall semester in even-number 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
MATH 565A.
May be convened with
Component
Lecture
Optional Component
No