MATH 574 - Stochastic Calculus and Applications

Institution:

California State University-Los Angeles

Subject:

Description:

Prerequisites: MATH 361B, 364A or 370A, 380. Review of probability theory. Markov processes. Wiener processes. Stochastic integrals. Stochastic differential equations. Applications to Finance and Engineering. (Lecture 3 hrs.)

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.calstatela.edu

Phone Number:

(323) 343-3000

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Quarter

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