Math 491, Introduction to Stochastic Processes, Autumn 2021

Math/Stat 491 will start with a short review of conditioning. The main topics will be Markov processes and martingales. Math/Stat 491 can be taken as a stand-alone course on basic stochastic processes or as a foundation for Math/Stat 492 "Stochastic Calculus for Option Pricing," to be offered in Winter 2022.

See the Canvas Web site for the course.