AM216: Stochastic Differential Equations

Introduction to stochastic differential equations and diffusion processes with applications to biology, biomolecular engineering, and chemical kinetics. Topics include Brownian motion and white noise, gambler's ruin, backward and forward equations, and the theory of boundary conditions.

5 Credits

This class has not been taught recently.

Comments

Formerly AMS 0216

While the information on this web site is usually the most up to date, in the event of a discrepancy please contact your adviser to confirm which information is correct.