Introduction to Stochastic Differential Equations

MATH 6490-1, Spring 2007

Web page has been last updated on

May 16, 2007

This is the official web page for MATH 6490-01.  Please consult this page regularly  to see all lecture notes, reading assignments, and homeworks in a much clearer format than whatever I scrawl during lecture.  Check the "last updated" date above to see whether the new information pertaining to the last class has been entered.

The development of this course was partially supported by NSF CAREER grant DMS-0449717. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author and do not necessarily reflect the views of the National Science Foundation.



Handouts and Documents (PDF)

Reading List

Lecture Notes (PDF)

MATLAB code for numerical simulations

Homework (PDF)