USC Schedule of Classes

Fall 2019

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, Fri8 of 25Jin MaKAP165session dates
Information accurate as of March 9, 2020 7:44 am.
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