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Mathematics Courses

Topics in Anaylsis: Stochastic Differential Equations

Mathematics And Statistics 406 - Fall 2019

This is an introduction to Ito Calculus and Stochastic Differential Equations with applications. Prerequisite: Math 493 or equivalent. Math 4121 (Lebesgue Integration) is recommended but not required as the necessary concepts from measure theory will be reviewed throughout the course.
Course Attributes: FA NSMAS NSM

Section 01

Topics in Analysis
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