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.
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 39725R | 060 | Lecture | 1:00-1:50pm | MWF | 8 of 25 | Igor Kukavica | ONLINE |  |