Stochastic differential equations arise in modelling a variety of random dynamic phenomena in the physical, biological, engineering and social sciences. Solutions of these equations are often diffusion processes and hence are connected to the subject of partial differential equations.

** SOME REFERENCES **

* Theory*

** SOFTWARE **

** RECOMMENDED COURSE **

Math 286 (Stochastic Differential
Equations)
is offered by the UCSD Mathematics Department.
Please direct any questions to
Professor Ruth J. Williams, email:
williams@math.ucsd.edu

**
STOCHASTIC DIFFERENTIAL EQUATIONS WORKSHOP WEB SITE AT UCSD **

This post workshop web site (provided by the UCSD
Center for Magnetic Recording Research) has some useful links to
other sites associated with
SDEs, especially those associated with computation. >