‘18.676: Stochastic Calculus’

Table of contents

  1. Course Info
  2. Realistic Prerequisites
  3. Subject Matter
  4. Course Staff
  5. Lectures
  6. Problem Sets
  7. Exams
  8. Resources
  9. Grading
  10. 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.


  • 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.


  • The exams were considered fair but difficult to finish on time.


  • The course used Brownian Motion, Martingales, and Stochastic Calculus Book by Le Gall.
  • Students found this textbook to be very helpful.


  • Students felt that grading was fair.
  • Students noted that the grading was lenient on psets and exams.

Advice to Future Students

  1. “Take this class with Prof. Sun - she is the best professor I have ever had”