GEN 15361

Stochastic Processes

Stanford University · UGRD · Fall 2026

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Semimartingales, stochastic integration, Ito's formula, Girsanov's theorem. Gaussian and related processes. Stationary/isotropic processes. Integral geometry and geometric probability. Maxima of random fields and applications to spatial statistics and imaging.

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Class #stanford-15361Fall 2026UGRD3 credits
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