Course
CRS-0203-01-005Advanced Topics in Probability
advancedactive
Advanced probability including martingales, Brownian motion, and stochastic calculus.
Advanced Topics in Probability
advancedactive
Also known as: Advanced Probability
| Course name | Advanced Topics in Probability |
|---|---|
| Course code | CRS-0203-01-005 |
| Canonical ID | urn:taxonomy:cip-aligned:course:0203-01-005 |
| Level | advanced |
| Status | active |
| Subject | Probability (SUB-0203-01) |
| Discipline | Statistics (DIS-0203) |
| Category | Mathematics and Physical Sciences (CAT-02) |
Advanced probability including martingales, Brownian motion, and stochastic calculus.
Credit hours
| Min | 3 |
|---|---|
| Max | 3 |
| Type | semester |
Contact hours
| Lecture | 3 |
|---|---|
| Lab | 0 |
| Studio | 0 |
| Clinical | 0 |
| Practicum | 0 |
Learning outcomes
- Analyze martingales.
- Use Brownian motion.
- Apply stochastic calculus.