PSTAT 160B: STOCHASTIC PROCESS
University of California, Santa Barbara
Continuous models. Continuous time stochastic processes: Poisson process, M arkov chains, Renewal process, Brownian motion, including simulation of the se processes. Applications to Black-Scholes model, insurance and ruin probl ems and related topics.
Average GPA: 3.24
Grade distribution records: 2,771 students across 37 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 192 | 6.9% |
| A | 868 | 31.3% |
| A- | 393 | 14.2% |
| B+ | 326 | 11.8% |
| B | 290 | 10.5% |
| B- | 179 | 6.5% |
| C+ | 149 | 5.4% |
| C | 148 | 5.3% |
| C- | 63 | 2.3% |
| D+ | 21 | 0.8% |
| D | 69 | 2.5% |
| D- | 20 | 0.7% |
| F | 53 | 1.9% |
Based on 2,771 student grade records across 37 terms and 15 professors.
Instructors
- Shkolnik A D 471 students, Average GPA 3.50
- Voss M 291 students, Average GPA 3.11
- Fouque J-P 282 students, Average GPA 3.60
- Grigorian K 273 students, Average GPA 3.68
- Sarantsev A 254 students, Average GPA 2.95
- Ichiba T 250 students, Average GPA 3.04
- Waterbury A T 221 students, Average GPA 3.10
- Zhu Zimu 188 students, Average GPA 3.63
- Mouti S 121 students, Average GPA 2.75
- Prokaj V 93 students, Average GPA 2.59
- Palaniappan V 89 students, Average GPA 3.28
- Brunick G P 86 students, Average GPA 2.37
- Liu Wenjian 68 students, Average GPA 3.23
- Shatskikh E 60 students, Average GPA 2.81
- Bonnet G 24 students, Average GPA 2.88