| Call Number | 10984 |
|---|---|
| Day & Time Location |
TR 2:40pm-3:55pm 417 Mathematics Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Ioannis Karatzas |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | This course will cover advance topics in probability, including: the theory of martingales in discrete and in continuous time; Brownian motion and its properties, stochastic integration, ordinary and partial stochastic differential equations; Applications to optimal filtering, stopping, control, and finance; Continuous-time Markov chains, systems of interacting particles, relative entropy dissipation, notions of information theory; Electrical networks, random walks on graphs and groups, percolation. |
| Web Site | Vergil |
| Department | Mathematics |
| Enrollment | 18 students (50 max) as of 9:06PM Wednesday, April 24, 2024 |
| Subject | Mathematics |
| Number | GU4156 |
| Section | 001 |
| Division | Interfaculty |
| Campus | Morningside |
| Section key | 20233MATH4156W001 |