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MTH 500
Introduction to Stochastic Processes
Topics include: Measure and probability. Conditional expectation. Discrete time martingales. Markov Processes. Martingales in continuous time and Brownian motion. Stochastic integration and introduction to stochastic differential equations. Poisson process.
Weekly Contact: Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1
Mentioned in the Following Calendar Pages
*List may not include courses that are on a common table shared between programs.
- Biology
- Biology Professional and Professionally-Related Table I
- Biology Professional and Professionally-Related Table III
- Business Management Professionally-Related Table I
- Chemistry Professional and Professionally-Related Table I
- Chemistry Professional and Professionally-Related Table II
- Computer Science Professionally-Related Table I
- Contemporary Science Professional and Professionally-Related Table I
- Financial Mathematics
- International Economics and Finance Professionally-Related Table IV
- MTH 700 - Financial Mathematics I
- Mathematics Minor
- Mathematics Professional Table I
- Open Elective Table
- Philosophy Professionally-Related Table IV
