PSTAT 223A: STOCHASTIC CALCULUS
University of California, Santa Barbara
An introduction to Brownian motion, stochastic calculus and stochastic differential equations. Diffusion processes, related partial differential equations and Feynman-Kac formula. Applications to filtering, stochastic control, mathematical finance and other areas of science and engineering.
Average GPA: 3.83
Grade distribution records: 106 students across 15 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 34 | 32.1% |
| A | 39 | 36.8% |
| A- | 15 | 14.2% |
| B+ | 6 | 5.7% |
| B | 7 | 6.6% |
| C+ | 1 | 0.9% |
| S | 4 | 3.8% |
Based on 106 student grade records across 15 terms and 5 professors.
Instructors
- Fouque J-P 64 students, Average GPA 3.89
- Ludkovski M 20 students, Average GPA 3.55
- Hu R 16 students, Average GPA 3.94
- Frittelli M 6 students, Average GPA 3.72
- Shkolnik A D 6 students, Average GPA 4.00