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Topics in Advanced Stochastic Processes

STAT 8540: Topics in Advanced Stochastic Processes

Dedicated to advanced topics in stochastic processes, such as stochastic integration and stochastic differential equations (SDEs), numerical methods and inference for SDEs, etc. Applications in several areas will be discussed.
Prereq: 7201 (722 and 723), or permission of instructor.
Credit Hours

Recent Syllabi

SP15 STAT 8540 Herbei [pdf]

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