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 | 001 | Lecture | 2:00-3:15pm | Wed, Fri | 15 of 25 | Jin Ma | VPD107 |  |