|Name||Cr||Method of study||Time||Location||Organiser|
|Stochastic analysis I||5 Cr||Lecture Course||2.9.2019 - 18.10.2019|
|Stochastic analysis I||5 Cr||Lecture Course||17.1.2018 - 1.3.2018|
Master's Programme in Mathematics and Statistics is responsible for the course.
The course belongs to the Mathematics and Applied mathematics module.
Probability theory I,II, and their prerequisites
Stochastic calculus for semimartingales
Recommended time/stage of studies for completion: 1. or 2. year
Term/teaching period when the course will be offered: varying
The course is focused on stochastic integration theory, with respect to martingales and processes with finite variations, including continuous martingales and processes with jumps.
Lecture notes, Bass "Stochastic Processes" CUP
Exam, other methods will be described later