MATH 634

Stochastic Calculus

Texas A&M University · UGRD · Fall 2026

1 section

Catalog description

Credits 3. 3 Lecture Hours. Topics include Brownian motion, Ito integrals, Ito formula, Martingale Theorem, stochastic differential equations, random time change, Girsanov theorem, and application to mathematical finance. Prerequisites: MATH 221 or equivalent, MATH 308 , MATH 411 , or approval of instructor.

Sections

Current meeting, instructor, credit, and enrollment details

Updated 3 hours ago

001

Availability not recently verified

Class #texas_am-6077Fall 2026UGRD

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?