PSTAT222B
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PSTAT 222B - Advanced Stochastic Processes
Full Course Title
Advanced Stochastic Processes
Course Description
Topics chosen from: Markov processes; coninuous time matringales; theory of Brownian motion and diffusion processes; Levy processes stochastic calculus; stochastic differential equations and numerical methods; stochastic control. Applications to engineering, finance, biology, etc.
Unit Value
4
Maximum number of times course can be repeated for additional credit
99
Maximum Units
99