APPM 6570 - Stochastic Differential Equations Course uri icon

Overview

description

  • Devoted to a comprehensive investigation of stochastic differential equations, as well as their important applications in Finance, Physics, and Engineering. Consists of three main topics: stochastic integration, the theory of stochastic differential equations (SDEs), and applications of SDEs. Recommended prerequisite: APPM 6560 or MATH/APPM 6550.

instructor(s)