# MA482 - Stochastic Analysis

**Module code:**MA482**Module name:**Stochastic Analysis**Department:**Mathematics Institute**Credit:**15

Content and teaching | Assessment | Availability

## Module content and teaching

###### Principal aims

This module aims: 1. To show the interesting mathematics involved in stochastic analysis; 2. To underpin further work in s.d.e., mathematical finance, statistical mechanics and various other aspects of mathematical physics, functional analysis and analysis in path spaces; To demonstrate known mathematical techniques in action and develop new ones.4.To stimulate development of mathematical enquiry and self-organised study.

###### Principal learning outcomes

"By the end of the module students should:1. appreciate some of the special features of measure theory on infinite dimensional Banach spaces; 2. understand the structure of Gaussion measures and know the structure theory relates to the differential analysis on spaces with such measures; 3. relate the above to probabilistic concepts and in particular to the Ito integral; 4. be able to use Ito calculus in simple situations and appreciate the difficulties which required the development of such a new calculus. "

###### Departmental link

http://go.warwick.ac.uk/MA482/

###### Other essential notes

Prerequisites: Some linear analysis, knowledge of measure theory or theory of integration or probability theory are desirable. No probability theory will be assumed, but a good basis in measure theory and some linear analysis is important.

## Module assessment

Assessment group | Assessment name | Percentage |
---|---|---|

15 CATS (Module code: MA482-15) | ||

B (Examination only) | 3 hour examination (April) | 100% |

## Module availability

This module is available on the following courses:

###### Core

N/A

###### Optional Core

N/A

###### Optional

- Undergraduate Mathematics (MMath) (G103) - Year 3
- Undergraduate Mathematics (MMath) (G103) - Year 4
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 3
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 4
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 5
- Undergraduate Mathematics (MMath) with Study in Europe (G106) - Year 3
- Undergraduate Mathematics (MMath) with Study in Europe (G106) - Year 4
- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 3
- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 4
- Postgraduate Taught Mathematics (G1P0) - Year 2
- Postgraduate Taught Mathematics (Diploma plus MSc) (G1PC) - Year 2
- Postgraduate Taught Interdisciplinary Mathematics (Diploma plus MSc) (G1PD) - Year 2
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 5
- Undergraduate Discrete Mathematics (G4G3) - Year 4
- MSc in Scientific Computing (G5P5) - Year 2