Subject:
Electrical & Computer Engineering (ECE)
Catalog number:
784
Unit weight:
0.50
Meet type:
LEC
Cross-listing(s):
N/A
Requisites:
N/A
Description:
Monotone and Dynkin class theorems, introduction to discrete and continuous parameter martingales, stochastic integrals, Ito formula, Girsanov transformation. Held with: STAT 902.
Topic titles:
N/A
Faculty:
Engineering (ENG)
Academic level:
GRD
Course ID:
000868
