Detailed Course Information |
Fall 2024
Nov 12, 2024 |
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| MATH 7244 - Stochastic Calculus I |
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An introduction to the Ito stochastic calculus and stochastic differential equations through a development of continuous-time martingales and Markov processes. First of two courses.
3.000 Credit hours 3.000 Lecture hours Grade Basis: ALP All Sections for this Course Sch/Mathematics Department Restrictions: May not be enrolled in one of the following Levels: Undergraduate Semester Must be enrolled in one of the following Campuses: Georgia Tech-Atlanta * Prerequisites: Graduate Semester level MATH 6242 Minimum Grade of D |
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