USC Schedule of Classes

Fall 2016

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
39725R001Lecture9:00-9:50amMWF6 of 25Igor KukavicaKAP113session dates
Information accurate as of March 5, 2017 5:43 pm.
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