— Stochastic Dynamics & Applications

Prerequisites & course information

This version has ended; see updated course, below. Course Description: Stochastic processes, Brownian motion, Stochastic integration, martingales, stochastic differential equations. Diffusions, connections with partial differential equations, mathematical finance. Learning Activities: Lecture 3 hour(s), Term Paper/Discussion 1 hour(s). Grade Mode: Letter. MAT 236A — Stochastic Dynamics & Applications (4 units) Course Description: Stochastic processes, Brownian motion, Stochastic integration, martingales, stochastic differential equations. Diffusions, connections with partial differential equations, mathematical finance. Prerequisite(s): MAT 201C or ( MAT 235B or STA 235B ); MAT 235A , MAT 235B , MAT 235C / STA 235A , STA 235B , STA 235C recommended. Learning Activities: Lecture 3 hour(s), Term Paper/Discussion 1 hour(s). Enrollment Restriction(s): Open to graduate students; open to undergraduate students with consent of instruction. Grade Mode: Letter. This course version is effective from, and including: Winter Quarter 2027. Learning Activities: Lecture 3 hour(s), Term Paper/Discussion 1 hour(s). Grade Mode: Letter. MAT 236A — Stochastic Dynamics & Applications (4 units) Course Description: Stochastic processes, Brownian motion, Stochastic integration, martingales, stochastic differential equations. Diffusions, connections with partial differential equations, mathematical finance. Prerequisite(s): MAT 201C or ( MAT 235B or STA 235B ); MAT 235A , MAT 235B , MAT 235C / STA 235A , STA 235B , STA 235C recommended. Learning Activities: Lecture 3 hour(s), Term Paper/Discussion 1 hour(s). Enrollment Restriction(s): Open to graduate students; open to undergraduate students with consent of instruction. Grade Mode: Letter. This course version is effective from, and including: Winter Quarter 2027.