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Fall 2022 Statistics GR5264 section 002
STOCHASTC PROCSSES-APPLICTNS I
STOCHASTC PROCSSES-APPLIC

Call Number 13849
Day & Time
Location
MW 6:10pm-7:25pm
207 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Lars T Nielsen
Type LECTURE
Method of Instruction In-Person
Course Description Prerequisites: STAT GR5203 or the equivalent. 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 92 students (100 max) as of 5:33PM Monday, September 26, 2022
Subject Statistics
Number GR5264
Section 002
Division Graduate School of Arts and Sciences
Open To GSAS
Campus Morningside
Note STAT MA Math Finance & students only.
Section key 20223STAT5264G002

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