Wilfrid Laurier University Undergraduate Academic Calendar - 2011/2012
Canadian Excellence

MA351
Introduction to Stochastic Calculus
0.5 Credit

Conditional expectations, sigma-algebras, and filtrations; martingales and stopping times; Gaussian processes and Brownian motion; stochastic integration and Ito’s formula; diffusion processes and stochastic differential equations; the Feynman-Kac theorem.

Additional Course Information
Prerequisites
MA340.