Fall 2026

An Introduction to Brownian Motion and Stochastic Calculus

An introduction to Brownian motion and stochastic calculus, covering Ito integrals, Ito's formula, and stochastic differential equations.

no offering record for this termCredits unavailable
Recorded instructors · Fall 2026 No instructors listed

Summary

1 / 5

Historical reviews of Hao Shen: The course is rated as difficult, requiring students to self-teach from the textbook due to ineffective lectures.

Grade history

average GPA
letter grades
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AB
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All recorded terms · compare terms & instructors

Prerequisites

Course map

(MATH 521 and STAT/​I SY E/​MATH/​OTM 632) or graduate/professional standing or member of the Pre-Masters Mathematics (Visiting International) Program

MATH 635

This is a best-effort interpretation; check the catalog requirements above.

Prerequisite text tree

Professors

Fall 2026

No instructors recorded for this selection.

Historical instructors & teaching patterns

Historical reviews for Hao Shen indicate poor lecture effectiveness, with one student reporting they learned nothing from his instruction. The reviewer suggests that students must rely entirely on the textbook for learning, resulting in a low quality rating for his teaching.

HAO SHEN is recorded teaching in Spring 2020, Spring 2022, Spring 2024, Spring 2026. Recorded history may be incomplete and does not establish a future schedule.

Recorded history may be incomplete and does not establish a future schedule.

Calendar & sections

Fall 2026

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Meeting source records

No records available.

Student experience

the class

Historical reviews for Hao Shen indicate a poor lecture experience, with students reporting they learned nothing from class and had to rely entirely on the textbook.

Recent recorded grades — Spring 2022: 3.38 GPA, 54.5% A/AB (n=33 letter grades); Spring 2024: 3.34 GPA, 63.6% A/AB (n=22 letter grades); Spring 2026: 3.70 GPA, 85.2% A/AB (n=27 letter grades).

difficulty & workload

Historical reviews of Hao Shen: The course is rated as difficult, requiring students to self-teach from the textbook due to ineffective lectures.

Historical reviews of Hao Shen: Students found the lectures unhelpful and frustrating, feeling forced to learn the material independently rather than through instruction.

Topics

  • Sample path properties of Brownian motion
  • Ito stochastic integrals and Ito's formula
  • Stochastic differential equations and solution properties

Skills

  • Introduction to Brownian motion and stochastic calculus
  • Analysis of sample path properties and SDE solutions

Grades

Latest available · Spring 2026— not enough history to project Fall 2026.

average GPA
A / AB grades
letter grades
Instructor

Grade distribution · % of letter grades

A
AB
B
BC
C
D
F

Grades over time

Through Spring 2026

More grade details Grade mix, volume & source data

Not enough comparable courses for Fall 2026 in UW–Madison.

Sources & history

UW–Madison

Catalog & offerings

Descriptions, prerequisites, and recorded course offerings.

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Selected offering source records

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Raw records
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Student reviews

Original comments behind the course and instructor summaries.

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Grade history

Recorded grade distributions by term, section, and instructor.

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Model outputs & technical records
nvidia/Qwen3.6-35B-A3B-NVFP4
LLM outputs across runs
Full model traces

Recorded model configuration, reasoning, and tool conversations.

Model & dataset provenance
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  "model_revision": "1355db6a052410cfd62085d94b58866fd0f2c3c5",
  "task_version": "14",
  "output_id": "30c97bd1919ebc881392edaefd302f86199bd9362b2b7eea6cfa3f85f8c232a4",
  "requirements_status": "valid",
  "dataset_revision": "e243353dcb7d79b7247ced91d69443ef4c2a6349",
  "observed_at": "2026-09-07 15:55:43.033547+00:00"
}