USC Schedule of Classes

Fall 2024

classes begin
registration begins

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
39725R001Lecture2:00-3:15pmWed, Fri3 of 25VPD107session dates
Information accurate as of May 19, 2024 10:14 am.