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Fall 2017 Statistics GR5264 section 001
STOCHASTC PROCSSES-APPLICTNS I

Call Number 62043
Day & Time
Location
MW 6:10pm-7:25pm
614 Schermerhorn Hall [SCH]
Points 3
Approvals Required None
Instructor Yuchong Zhang
Type LECTURE
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 CourseWorks
Department Statistics
Enrollment 49 students (86 max) as of 7:01PM Saturday, September 23, 2017
Subject Statistics
Number GR5264
Section 001
Division Graduate School of Arts and Sciences
Open To Graduate School of Arts and Science
Campus Morningside
Note Stat MA & Math Finance Program students only
Section key 20173STAT5264G001

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SIS update 09/23/17 19:01    web update 09/24/17 15:03