Advanced Stochastic Processes
Advanced Stochastic Processes
This class covers the analysis and modeling of stochastic processes. Topics include measure theoretic probability, martingales, filtration, and stopping theorems, elements of large deviations theory, Brownian motion and reflected Brownian motion, stochastic integration and Ito calculus and functional limit theorems. In addition, the class will go over some applications to finance theory, insurance, queueing and inventory models.
Duration: Not defined
Level: Graduate
Certification: No
Cost: Free
Language: English
Type: Self-Paced
Please note: these courses are provided by external sources, links are not actively managed or regularly updated, content might be moved or unavailable.
