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.
Requisites
Prerequisites:
MATH 6242 (Min. Grade: D)
Restrictions:
Cannot be enrolled in one of the following Levels: Undergraduate Semester (US)
Must be enrolled in one of the following Campuses: Georgia Tech-Atlanta * (A)
All Instructors
This total includes data from semesters with unknown instructors
Michael Damron
9 terms from Fall 2016 to Fall 2024
Fall 2024
Fall 2023
Fall 2022
Fall 2021
Fall 2020
Fall 2019
Fall 2018
Fall 2017
Fall 2016
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