## UCSD Catalog Entry for Math 286

Taken from the Mathematics section of the UCSD Catalog.

**286. Stochastic Differential Equations (4)**

Review of continuous martingale theory. Stochastic integration for continuous semimartingales. Existence and uniqueness theory for stochastic differential equations. Strong Markov property. Selected applications. *Prerequisite: Math. 280A-B or consent of instructor.*

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September 19, 2001