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May 02, 2026
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2023-2024 Graduate Catalog This is not the most recent catalog version; be sure you are viewing the appropriate catalog year.
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MATH 530 Stochastic Calculus
An introduction to stochastic processes, stochastic integration and differentiation, solving stochastic differential equations, martingale calculus , and martingale measures. A central role is played by the Browian process and Poisson processes. A background in differential equations and theoretical probability is assured.
Credit 3 hrs
Grade Mode Normal (A-F) Course Rotation Fall (even yrs., in-person)
Prerequisites -
Restriction by Major -
Restriction by Degree Type -
Equivalent Course(s) -
Course History -
Course Rotation added 1/2015; Course 11/2012, effective Winter 2013
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