USC Schedule of Classes

Fall 2020

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.
39725R060Lecture1:00-1:50pmMWF8 of 25Igor KukavicaONLINEsession dates
Information accurate as of March 15, 2021 8:10 am.
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