ECE 784 - Introduction to Stochastic Calculus
Monotone and Dynkin class theorems, introduction to discrete and continuous parameter martingales, stochastic integrals, Ito formula, Girsanov transformation. Held with: STAT 902.
Offerings
Winter 2019 [1191]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4238 | 0 / 5 | 14:30 - 15:50 | W | EIT 3141 | Ravi Mazumdar |
Winter 2018 [1181]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4367 | 1 / 10 | 14:30 - 15:50 | T,Th | EIT 3151 | Andrew J Heunis |
Winter 2017 [1171]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4166 | 1 / 5 | 14:30 - 15:50 | T,Th | EIT 3151 | Andrew J Heunis |
Winter 2016 [1161]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4725 | 0 / 5 | 14:30 - 15:50 | T,Th | EIT 3151 | Ravi Mazumdar |
Winter 2015 [1151]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4526 | 1 / 8 | 14:30 - 15:50 | T,Th | EIT 3151 | Andrew J Heunis |
Winter 2014 [1141]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4402 | 1 / 8 | 14:30 - 15:50 | T,Th | EIT 3151 | Andrew J Heunis |
Winter 2013 [1131]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4126 | 1 / 8 | 14:30 - 15:50 | T,Th | EIT 3151 | Andrew J Heunis |
Winter 2012 [1121]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3849 | 1 / 5 | 14:30 - 15:50 | T,Th | DWE 3522A | Andrew J Heunis |
Winter 2011 [1111]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3848 | 5 / 5 | 14:30 - 15:50 | T,Th | RCH 204 | Andrew J Heunis |
Winter 2010 [1101]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3869 | 0 / 5 | 14:30 - 15:50 | T,Th | MC 6007 | Jean-Francois Renaud |
Winter 2009 [1091]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3084 | 1 / 5 | 16:00 - 17:20 | M,W | MC 4064 | Andrew J Heunis |
Winter 2008 [1081]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2372 | 1 / 10 | 16:00 - 17:20 | M,W | MC 1056 | Andrew J Heunis |
Winter 2007 [1071]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2332 | 3 / 5 | 16:00 - 17:20 | W,F | RCH 208 | Andrew J Heunis |
Winter 2006 [1061]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2250 | 1 / 10 | 16:30 - 17:20 | M,W,F,R,C,H | | Andrew J Heunis |
Winter 2005 [1051]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2198 | 1 / 10 | 16:00 - 17:20 | W,M,C | | Andrew J Heunis |
Winter 2004 [1041]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2104 | 2 / 15 | 16:00 - 17:20 | W,M,C | | Andrew J Heunis |
Winter 2003 [1031]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 1406 | 1 / 15 | 16:00 - 17:20 | W,R,C,H | | Andrew J Heunis |
Winter 2002 [1021]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4522 | 1 / 21 | 11:30 - 12:50 | T,Th | | Andrew J Heunis |
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