Master's Programme in Mathematics and Statistics is responsible for the course.
The course belongs to the Mathematics and Applied mathematics module.
The course is available to students from other degree programmes.
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
Stochastic differential equations and applications
Lecture notes; Bass "Stochastic Processes" CUP
Exam and excercises, Course will be graded with grades 1-5
Exam, other methods will be described later