Stochastic Calculus
University of Gothenburg
Start date:
End date:
Pace of study: 50 %
Published education catalogue
Stochastic Calculus
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: MSA350
<p>Calculus, including integration, differentiation, and differential equations are insufficient to model stochastic phenomena like noise disturbances of signals in engineering, uncertainty about future stock prices in finance, and microscopic particle movement in natural sciences. This course gives a solid basic knowledge of stochastic analysis and stochastic differential equations. Brownian motion calculus. Elements of Levy processes and martingales. Stochastic integrals.</p>
Entry requirements
An undergraduate course in mathematical statistics or a strong mathematical background.
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: 2024-09-06T13:03:02