USC Schedule of Classes

Fall 2023

classes begin
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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
39725R001Lecture1:00-1:50pmMWF6 of 25Jianfeng ZhangKAP113PDF (117869 KB)session dates
Information accurate as of March 1, 2024 4:48 pm.
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