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courseTitle
Stochastic Processes
courseCode
MATH 643
Credits
2
Theoretical
2
Total Content
2
courseType
optional 1
Course id
41392891
Course Description
"Introduction to probability measure theory, Lp spaces, and Hilbert spaces. I'm almost sure, and LP convergence. Definition of stochastic processes, Gaussian processes, and Poisson processes. Brownian motion and its basic properties are conditional expectation and Martingales. Application of stochastic processes in financial economics."
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