Applied MathematicsAM216 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. (Formerly AMS 216.)

Requirements

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

Credits

5

Quarter offered

Spring

Instructor

The Staff, Hongyun Wang