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

YearFallWinterSpringSummer
2019-20
Comments

Formerly AMS 0216

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