Mathematics 509:

Stochastic Differential Equations (3.0 units)

Brownian motion, stochastic integrals, the Ito formula, stochastic differential equations, analysis of diffusion processes, Girsanov transformation, Feynmann-Kac formula, applications.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
39725R001Lecture12:30-1:50pmWed, Fri12 of 25Jianfeng ZhangKAP245session datesbook list
Information accurate as of January 29, 2019 4:51 pm.