Skip to main content ‘18.676: Stochastic Calculus’
Table of contents
- Course Info
- Realistic Prerequisites
- Subject Matter
- Course Staff
- Lectures
- Problem Sets
- Exams
- Resources
- Grading
- Advice to Future Students
Course Info
Class Size | 10 |
Hours/Week | 12.7 (6 responses) |
Instructors | Nike Sun |
Overall Rating | 6.7/7.0 |
Realistic Prerequisites
- The content of 18.675 was a necessary prerequisite.
- Some students recommended functional analysis as well.
Subject Matter
- Most thought the subject was rather theoretical.
Course Staff
- Students described the professor was very nice, and helpful in answering questions.
Lectures
- Students found the lectures to be well organized.
- The professor’s examples in lecture helped solidify the students’ understanding.
Problem Sets
- Students found the problem sets to be challenging and recommended working with others on them.
Exams
- The exams were considered fair but difficult to finish on time.
Resources
- The course used Brownian Motion, Martingales, and Stochastic Calculus Book by Le Gall.
- Students found this textbook to be very helpful.
Grading
- Students felt that grading was fair.
- Students noted that the grading was lenient on psets and exams.
Advice to Future Students
- “Take this class with Prof. Sun - she is the best professor I have ever had”