Applied Mathematics

AM 216 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.)


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