AMATH 562 B: Advanced Stochastic Processes

Winter 2022
Meeting:
MWF 11:30am - 12:20pm / DEN 113
SLN:
10243
Section Type:
Lecture
Joint Sections:
AMATH 562 A
Instructor:
FOR ACM CAMPUS STUDENTS
Catalog Description:
Stochastic dynamical systems aimed at students in applied math. Introduces basic concepts in continuous stochastic processes including Brownian motion, stochastic differential equations, Levy processes, Kolmogorov forward and backward equations, and Hamilton-Jacobi-Bellman partial differential equations. Presents theories with applications from physics, biology, and finance. Prerequisite: AMATH 561 or permission of instructor; recommended: undergraduate course in probability and statistics. Offered: W.
Credits:
5.0
Status:
Active
Last updated:
November 12, 2024 - 7:39 am