Apr 18, 2024  
USC Catalogue 2016-2017 
    
Catalog Navigation
  Catalogue Home
  About USC
  Administration
  Admission and Orientation
  Tuition and Fees
  The Schools and Academic Units
  Courses of Instruction
  Programs, Minors and Certificates
  Schedule of Classes
  Academic and University Policies
  Undergraduate Education
  Graduate and Professional Education
  The Graduate School
  About the Catalogue
  Past Catalogues
HELP
USC Catalogue 2016-2017 [ARCHIVED CATALOGUE]

Facebook this Page (opens a new window)
Tweet this Page (opens a new window)

MATH 509 Stochastic Differential Equations

Units: 3
Brownian motion, stochastic integrals, the Ito formula, stochastic differential equations, analysis of diffusion processes, Girsanov transformation, Feynmann-Kac formula, applications.
Prerequisite: MATH 505a , MATH 505b  or MATH 507a , MATH 507b .
Instruction Mode: Lecture
Grading Option: Letter


Facebook this Page (opens a new window)
Tweet this Page (opens a new window)