AMS 216: Stochastic Differential Equations

• Winter 2010
• Winter 2009
• Winter 2008
• Winter 2006
• Winter 2004

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 or consent of instructor. M. Mangel

5 Credits

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