ECE 784Introduction to Stochastic Calculus
- Units
- 0.50
- Level
- Graduate
- Faculty
- Engineering
ECE 784 as listed in the Winter 2025 Graduate Calendar. The main page has the current version, when it runs, and seats.
Monotone and Dynkin class theorems, introduction to discrete and continuous parameter martingales, stochastic integrals, Ito formula, Girsanov transformation. Held with: STAT 902.
Prerequisites
None listed.
Antirequisites
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Leads to
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Check it elsewhere for Winter 2025
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