MATH 7244

Stochastic Calculus I

Georgia Institute of Technology-Main Campus · UGRD · Fall 2026

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Catalog description

An introduction to the Ito stochastic calculus and stochastic differential equations through a development of continuous-time martingales and Markov processes. First of two courses.

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A

14 openSeats: 6/20 seats Last recorded: Aug 9, 2026, 8:32 AM
Class #83755Fall 2026UGRD3 credits
14 available6 enrolled20 capacity0/10 waitlist
Days & times
TR 1400-1515
Meeting dates
Aug 24 – Dec 17
Location
Van Leer E361
Instructor
Houdre, Christian
Details checked 4 hours agoSeats checked 4 hours ago
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