STATS317
Stochastic Processes
Statistics
H&S - Humanities & Sciences
Course Description
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.
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No
Course Component
Lecture
Enrollment Optional?
No
Programs
STATS317
is a
completion requirement
for:
- (from the following course set: )
- (from the following course set: )