Math 286, Stochastic Differential Equations, Fall 2010
Lectures: Mondays, Wednesdays, and Fridays, 2:00-2:50 PM, in Applied Physics and Mathematics 7421
Instructor: Jason Schweinsberg (jschwein@math.ucsd.edu)
Instructor's Office Hours: (in 6157 Applied Physics and Mathematics) Mondays 3:00 PM - 4:00 PM, Tuesdays 11:00 AM - 12:00 PM, other times by appointment
Textbook: K. Chung and R. Williams. Introduction to Stochastic Integration. 2nd ed. Birkhauser, 1990.
The course syllabus can be found
here.
Homework Assignments
Homework 1 (due Wednesday, October 6, in class) Solutions
Homework 2 (due Wednesday, October 13, in class) Solutions
Homework 3 (due Wednesday, October 20, in class) Solutions
Homework 4 (due Wednesday, October 27, in class) Solutions
Homework 5 (due Wednesday, November 3, in class) Solutions
Homework 6 (due Wednesday, November 10, in class) Solutions
Homework 7 (due Wednesday, November 17, in class) Solutions
Homework 8 (due Wednesday, November 24, in class) Solutions
Homework 9 (due Friday, December 3, in class) Solutions