May 18, 2025  
2017-2018 Undergraduate Catalog 
    
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MATH 430 - Introduction to Stochastic Calculus

An introduction to stochastic processes, stochastic integration and differentiation, solving stochastic differential equations, martingale calculus, and martingale measures.

Credit 3 hrs May not be repeated for additional credit
Grade Mode Normal (A-F) Course Rotation Fall (even yrs.)

Prerequisite(s) MATH 223 , MATH 325 , and STAT 370  
Updates Course Rotation added 1/2015; New Course 11/2012, effective Winter 2013


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