Stochastic Analysis
Linnaeus University (Kalmar Växjö)
VÄXJÖ
Start date:
End date:
Pace of study: 50 %
Published education catalogue
Stochastic Analysis
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: 4MA503
Introduction to the Brownian motion and stochastic differential equations. Strong hints of financial applications, in particular option pricing.
Entry requirements
4MA501 Foundations of probability 7.5 credits or equivalent.
Education offerings
Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.
Source and updates
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Publication version: 8e217193-f5fa-4778-b085-a4521fd03e8d
Checksum: 1b0dc54c0fc8a359f83ba9dc8f9d468479ce432de4c03bce3b8b33dd67fe3f6c
Last changed according to the source: 2026-08-12T09:07:15