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George Mason University
    George Mason University
   
 
 
 
2016-2017 University Catalog 
  
2016-2017 University Catalog

CSI 776 - Stochastic Differential Equations

Credits: 3
Not Repeatable for Credit
Offered by Computational and Data Sciences  
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.

Prerequisite(s): STAT 652, ECE 630 or ECE 632 or permission of instructor.
Schedule Type: LEC
Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0