PSTAT 222C: ADV STOCHASTIC PROC
University of California, Santa Barbara
Topics chosen from: Markov processes; continuous time matringales; theory of Brownian motion and diffusion processes; Levy processes stochastic calculus; stochastic differential equations and numerical methods; stochastic control. Applications to engineering, finance, biology, etc.
Average GPA: 3.91
Grade distribution records: 14 students across 2 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 5 | 35.7% |
| A | 5 | 35.7% |
| A- | 4 | 28.6% |
Based on 14 student grade records across 2 terms and 1 professor.
Instructors
- Ludkovski M 14 students, Average GPA 3.91