AMCS 6491

Stochastic Processes

University of Pennsylvania · UGRD · Fall 2026

1 section

Catalog description

Continuation of MATH 6480 / STAT 9300 , the 2nd part of Probability Theory for PhD students in the math or statistics department. The main topics include Brownian motion, martingales, Ito's formula, and their applications to random walk and PDE.

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Class #pennsylvania_2-AMCS6491Fall 2026UGRD1 credits

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Instructor: Staff

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