Just had an odd conversation regarding stochastic process with my roommate. How many of you found this class difficult? not one student got an A when I took this class my junior year. I actually lucked out and was one of the few students who received a B. I took other upper level math courses which included real analysis and topology but i found stochastic at least as difficult as the other two. What are your thoughts?
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no, ito integrals were pretty difficult, i remember specifically having trouble with modeling renewel processes. It's probably easier at non target schools.
who cares about stochastic processes, and why are you asking this question.
btw, math majors are smart at whichever school you attend, even non-targets. this is b/c prestige isn't the end all be all for mathematicians.
To wit, my integral calculus TA did his undergrad at the University of Montana before coming to get his PhD at my school (good school), and he was fucking smart.
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