MA783 (26Fall)

CAS MA 783 — Advanced Stochastic Processes, Fall 2026

Instructor: Guangqu Zheng
Meeting time: Tuesday/Thursday, 11:00 AM–12:15 PM
Location: COM 213, 640 Commonwealth Avenue
Office: CDS 442, 665 Commonwealth Avenue
Office hours: Tuesday/Thursday, 9:30–10:45 AM, or by appointment
Primary text: J.-F. Le Gall, Brownian Motion, Martingales, and Stochastic Calculus.

Syllabus: MA783_Fall2026_syllabus_BU_accessible

Supplementary notes: due to accessibility issue, I could not upload pdfs/tex files here. 

For students attending the lectures, please email me for the tex/pdf files if you are not in the mailing list.