[Busec] Fwd: Re: Course Announcement: Advanced Stochastic Processes (15.070 / 6.265)

Ran Canetti canetti at tau.ac.il
Wed Feb 1 22:01:03 EST 2012


Sounds like a very interesting course.

Ran

-------- Original Message --------
Subject: Re: Course Announcement: Advanced Stochastic Processes (15.070 / 
6.265)
Date: Wed, 1 Feb 2012 16:57:16 -0500
From: Ikaro Silva <ikaro at mit.edu>
To: Shamim Nemati <shamim at mit.edu>
CC: csail-announce at csail.mit.edu, Devavrat Shah <devavrat at mit.edu>

Let me know if you interested in sitting on this, looks pretty interesting.

-ikaro

On Wed, Feb 1, 2012 at 3:30 PM, Xu, Kuang <kuangxu at mit.edu> wrote:
> Course Announcement (Spring 2012)
> Advanced Stochastic Processes (6.265 / 15.070)
>
> Course description. An advanced course devoted to the theory of random
> processes.
> Constituent topics include large deviations theory, Martingales and stopping
> time theorems, Brownian Motion and Reflected Brownian motion, Ito calculus,
> theory of weak convergence.
>
> We will also cover applications from queueing theory to mathematical
> finance.
>
> Course website. http://stellar.mit.edu/S/course/15/sp12/15.070/
>
> Pre-requisite. 6.436J/15.085J or equivalent.
>
> Meeting time and place. MW 2:30-4 32-144
>
> Course instructor. Prof. Devavrat Shah, Email: devavrat at mit.edu.
>
> Course TA. Kuang Xu, Email: kuangxu at mit.edu.
>
>
>



-- 
Ikaro Silva, Ph.D.
ikaro at mit.edu
Harvard-MIT Division of Health Sciences and Technology
MIT Room E25-505,
Cambridge, MA 02139 USA



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