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Apr 16, 2026
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2018-2019 Undergraduate Catalog This is not the most recent catalog version; be sure you are viewing the appropriate catalog year.
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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
Notes -
Updates Course Rotation added 1/2015; New Course 11/2012, effective Winter 2013
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