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Fall 2022 Statistics GU4264 section 001
STOCHASTC PROCSSES-APPLICTNS I
STOCHASTC PROCSSES-APPLIC

Call Number 13810
Day & Time
Location
MW 4:10pm-5:25pm
501 Northwest Corner Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Ioannis Karatzas
Type LECTURE
Method of Instruction In-Person
Course Description Prerequisites: STAT GU4203. STAT GU4207 is recommended. Basics of continuous-time stochastic processes. Wiener processes. Stochastic integrals. Ito's formula, stochastic calculus. Stochastic exponentials and Girsanov's theorem. Gaussian processes. Stochastic differential equations. Additional topics as time permits.
Web Site Vergil
Department Statistics
Enrollment 10 students (35 max) as of 5:33PM Monday, September 26, 2022
Subject Statistics
Number GU4264
Section 001
Division Graduate School of Arts and Sciences
Open To Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies
Campus Morningside
Section key 20223STAT4264G001

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SIS update 09/26/22 17:33    web update 09/26/22 21:16