Math 286, Stochastic Differential Equations, Fall 2009
Lectures: Mondays, Wednesdays, and Fridays, 4:00-4:50 PM, in Applied Physics and
Mathematics 5829
Instructor: Jason Schweinsberg (jschwein@math.ucsd.edu)
Instructor's Office Hours: (in 6157 Applied Physics and Mathematics) Mondays 1:30 PM - 2:30 PM, Tuesdays 11:00 AM - 12:00 PM
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 7, in class) Solutions
Homework 2 (due Wednesday, October 14, in class) Solutions
Homework 3 (due Wednesday, October 21, in class) Solutions
Homework 4 (due Wednesday, October 28, in class) Solutions
Homework 5 (due Wednesday, November 4, in class) Solutions
Homework 6 (due Friday, November 13, in class) Solutions
Homework 7 (due Monday, November 23, in class) Solutions
Homework 8 (due Wednesday, December 2, in class)