ECE 272B. Stochastic Processes in Dynamic Systems II (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/ECE.html#ece272b
Description
Continuous and discrete random processes, Markov models and hidden Markov models, Martingales, linear and nonlinear estimation. Applications in mathematical finance and real options. Prerequisites: ECE 272A; graduate standing.
Prerequisite courses
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Successor courses
No courses have ECE 272B as a prerequisite.