<p>Lecture, three hours. Requisite: course 275B. Brownian motion, continuous-time martingales, Markov processes, potential theory. S/U or letter grading.</p>

Mathematics

Combining rigorous, inclusive pedagogy with opportunities for co-curricular activities—including research, internships, and community engagement—the College provides students with diverse learning experiences that helps them thrive, become critical thinkers, and transform society.

College of Letters and Science

The department explores the frontiers of pure and applied mathematical research.

General Catalog

Stochastic Processes

MATH 275C

4 units