USC Schedule of Classes

Fall 2021

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
39725R001Lecture1:00-1:50pmMWF7 of 25Jianfeng ZhangKAP113session dates
Information accurate as of March 10, 2022 2:00 pm.
Want to provide feedback on the upcoming redesign of Schedule of Classes? Join our Beta Software Program!