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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Last updated June 20, 2006