AMS216: Stochastic Differential Equations

*****COURSES ARE SUBJECT TO CHANGE*****

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. Enrollment restricted to graduate students; undergraduates may enroll by permission of the instructor.

5 Credits

YearFallWinterSpringSummer
2017-18
2014-15
2009-10
2008-09
2007-08
2005-06
2003-04

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.