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- mat-236b - stochastic-dynamics-and-applications
University of California-Davis Course Info
Davis, California•
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Course Info
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MAT 236B
Stochastic Dynamics and Applications
Stochastic processes, Brownian motion, Stochastic integration, martingales, stochastic differential equations. Diffusions, connections with partial differential equations, mathematical finance.
Units: 4.0
Hours: Lecture—3 hour(s); Term Paper/Discussion—1 hour(s).
Prerequisites:
STA 235B - Probability Theory
or
MAT 235B - Probability Theory
and
MAT 201C - Analysis
Recommended courses:
STA 235C - Probability Theory
and
STA 235B - Probability Theory
and
STA 235A - Probability Theory
or
MAT 235C - Probability Theory
and
MAT 235B - Probability Theory
and
MAT 235A - Probability Theory