| Course: |
STAT 38500= MATH 38509 |
| Title: |
Advanced Topics: Probability |
| Instructor(s): |
Steven Lalley |
| Course Assistant(s): |
Ting Zhang |
| Class Schedule: |
Sec 01: MWF 10:30–11:20AM in Eckhart 117 |
| Office Hours: |
Wednesdays 10:00-11:00 E131 |
| Course Homepage: |
Course Home Page |
| Textbook(s): |
None required. |
| Description: |
Topics for Statistics 38500 will include:
Continuous-time martingales
Brownian motion
Levy processes
Ito integral and stochastic calculus
Stochastic differential equations and diffusions |
