2010-2011 University Catalog 
  
2010-2011 University Catalog

CSI 776 - Stochastic Differential Equations

Credits: 3
Introduces modern theory of stochastic calculus. Covers stochastic integrals, martingales, counting processes, diffusion processes, and Ito-type processes in general. Considers applications of these methods to engineering, biology, and economics.

Equivalent to IT 746

Prerequisites
STAT 652, ECE 630 or ECE 632 or permission of instructor.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0