MATH565C
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MATH565C - Stochastic Differential Equations
Course ID
021120
Course Description
[Taught Spring semester in even-numbered years] Brownian motion, stochastic integrals, Ito formula, stochastic differential equations, diffusions, applications including: Partial differential equations, filtering, stochastic control
Min Units
3
Max Units
3
Repeatable for Credit
No
Grading Basis
GRD - Regular Grades A, B, C, D, E
Career
Graduate
Course Attributes
GIDP - STATD (Statistics and Data Science)
Course Requisites
MATH 565B, MATH 468/568 or consent of instructor.
May be convened with
Component
Lecture
Optional Component
No