Stat 206a: Stochastic Processes

UC Berkeley

Offerings

  1. Fall 2024

Overview

The content of this course changes from year to year. Course topics will be selected from: the general theory of processes, sample function properties, weak convergence, Brownian motion, diffusions, Levy processes, Markov processes, martingales, Gaussian processes and further topics.

Logistics

Zero hours of Lecture per week for 15 weeks.

Prerequisites