Detailed Course Information |
Fall 2024
Jan 29, 2025 |
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| MATH 7245 - Stochastic Calculus II |
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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. Continuation of MATH 7244.
3.000 Credit hours 3.000 Lecture hours Grade Basis: ALP 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 7244 Minimum Grade of D |
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