Course term: Michaelmas
Course lecture information: 8 lectures
Course overview:
Lecturer: Ben Hambly
The course surveys the basics of stochastic calculus as a preparation for developments in the Michaelmas term courses
Prerequisites
It will be assumed that students have a good understanding of probability and measure and at least a first course in stochastic processes
The course surveys the basics of stochastic calculus as a preparation for developments in the Michaelmas term courses
Prerequisites
It will be assumed that students have a good understanding of probability and measure and at least a first course in stochastic processes
Learning outcomes:
This is an 8 lecture course held in the first two weeks of the CDT in Random Systems