MATH7244 [at Georgia Tech]

Stochastic Calculus I, 3 credit hours — An introduction to the Ito stochastic calculus and stochastic differential equations through a development of continuous-time martingales and Markov processes. First of two courses.

Prereqs: MATH6242

Taught by:

• Michael Damron (from CIOS): 9.3 hours per week on average; 8 in Fall 2020; 8.1 in Fall 2019; 11 in Fall 2018.

Main sections