Loading...

Course Description

Topics include: Conditional expectation. Markov chains. Poisson process and Compound Poisson process. Continuous-time Markov processes. Discrete-time martingales. Continuous-time martingales. Brownian motion. Stochastic integration and introduction to stochastic differential equations.

Sample Course Outline

Sample Classroom Course Outline

Requisites

Prerequisite: CMTH 404 or CMTH 480 or CECN 702
Loading...
Course Sections
Class Number
1444
Type
LEC
Days
M, W
Time
6:00PM to 9:00PM
Dates
Jun 24, 2024 to Aug 12, 2024
Schedule
Contact Hours
36.0
Location
  • Online
Delivery Options
online  
Fees
Domestic Fee non-credit $602.45 Click here to get more information
Domestic Out of Province Fee non-credit $0.00 Click here to get more information
International Fee non-credit $0.00 Click here to get more information