MAP 4102
Probability Theory and Stochastic Processes 2
Random walks and Poisson processes, martingales, Markov chains, Brownian motion, stochastic integrals and Ito's formula.
Prerequisites & course information
Grading Scheme: Letter Grade Prerequisite: STA 4321 with a minimum grade of C. Attributes: Artificial Intelligence
Sources
- Course catalogue ↗2025-2026
- Catalogue entry ↗
Catalogue variants
- Probability Theory and Stochastic Processes 2 · 3 Credits