3.00 credits | May be repeated for a total of 12 credits.
Prerequisites: MATH 5160.
Grading Basis: Graded
Contemporary theory of stochastic processes, including stopping times, stochastic integration, stochastic differential equations and Markov processes, Gaussian processes, and empirical and related processes with applications in asymptotic statistics.
Last Refreshed: 07-MAY-21 05.20.22.931045 AM
|Term||Class Number||Campus||Instruction Mode||Instructor||Section||Schedule||Location||Enrollment|
|1203 17263 1 001||Spring 2020||17263||Storrs||In Person||Baudoin, Fabrice||001||TuTh 11:00am‑12:15pm