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. (Formerly AMS 216.)
Enrollment is restricted to graduate students; undergraduates may enroll by permission of the instructor. Prior knowledge of probability theory and partial differential equations is assumed.
5 credits
| Year | Fall | Winter | Spring | Summer |
|---|---|---|---|---|
| 2025-26 |
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| 2021-22 |
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