Course Schedule and Catalog
Course Schedule - Spring Semester 2004
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
STAT 650 001 (CRN: 22265)
STOCHASTIC DIF EQUATIONS
Long Title:
Department: Statistics
Instructors:
Meeting: 9:25AM - 10:40AM TR (12-JAN-2004 - 8-MAY-2004)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Section Max Enrollment: 500
Section Enrolled: 10
Enrollment data as of: 2-JUN-2024 12:22AM
Description: STOCHASTIC DIFFERENTIAL EQUATIONS
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This course will cover both theory and applications of stochastic differential equations. Topics include: the Langevin equation from physics, the Wiener process, white noise, the martingale theory, numerical methods and simulation, the Ito and Stratonovitch theories, applications in finance, signal processing, materials science, biology, and other fields.
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Prerequisite(s): A course in stochastic processes and a graduate course in probability, or consent of instructor.