Spring 2024 -- MATH 574: Stochastic Calculus and Applications

Instructor: Dr. Wen-Qing Xu

Office: FO3-203
Phone: 562-985-1823
Email: wxu @ csulb.edu
Web: home.csulb.edu/~wxu

Classes: Tuesday/Thursday, 5:30-6:45 PM, LA5-347.

Office hours: Tuesday/Thursday, 3:00-4:00 PM; Wednesday, 4:00-5:00 PM.

Textbooks: Prerequisites: Math 361B, Math 364A or Math 370A, and Math 380.

To provide an elementary introduction to stochastic integrals and stochastic differential equations with applications to finance and engineering.

Grading Policy: