MATH 588

Stochastic Analysis

California State University Channel Islands · UGRD · Fall 2026

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Three hours lecture per week Prerequisite(s): Admission to the Computer Science or Mathematics Graduate Program Topics include: Brownian motion, stochastic integrals, conditional expectation, Kolmogorv’s Theorem, applications of Lebesgue Dominated Convergence Theorem. Introduction to Stochastic Differential Equations will be given.

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Class #california_channel_islands-1343Fall 2026UGRD3 credits
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