Stochastic Processes

1 Course Unit

Continuation of MATH 6480/STAT 9300, the 2nd part of Probability Theory for PhD students in the math or statistics department. The main topics include Brownian motion, martingales, Ito's formula, and their applications to random walk and PDE. Not Offered Every Year Also Offered As: AMCS 6491, MATH 6490 Prerequisite: MATH 5460 OR STAT 9300 1 Course Unit