USC Schedule of Classes

Fall 2017

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
39725R001Lecture12:00-1:20pmWed, Fri11 of 25Jianfeng ZhangKAP159session dates
Information accurate as of March 4, 2018 5:28 pm.