USC Schedule of Classes

Fall 2025

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
39725R001Lecture2:00-3:15pmWed, Fri0 of 25VPD107session dates
Information accurate as of March 5, 2025 6:54 pm.
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