STOR 836

Stochastic Analysis.

University of North Carolina at Chapel Hill · UGRD · Fall 2026

1 section

Catalog description

Brownian motion, semimartingale theory, stochastic integrals, stochastic differential equations, diffusions, Girsanov's theorem, connections with elliptic PDE, Feynman-Kac formula. Applications: mathematical finance, stochastic networks, biological modeling.

Sections

Current meeting, instructor, credit, and enrollment details

Updated 8 hours ago

001

Availability not recently verified

Class #north_carolina_chapel_hill-10370Fall 2026UGRD3 credits

Days & times: No scheduled meeting time
Meeting dates: —
Location: —
Instructor: Staff

Class numbers and section codes come from the registrar.

Spot missing or incorrect course data?