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Overview

This course gives an introduction to the theory of stochastic differential equations (SDEs), explains real-life applications, and introduces numerical methods to solve these equations. Stochastic differential equation models play a prominent role in a range of application areas, including biology, chemistry, epidemiology, mechanics, microelectronics, economics, and finance. With the ongoing … For more content click the Read More button below. Similarly to (deterministic) ODEs, analytical solutions of SDEs are rare, and therefore, numerical approximations have to be developed.

Course Outline

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MATH5175 Course Outline

Fees

TypeAmount
Commonwealth Supported Students (if applicable)$1191
Domestic Students$3900
International Students$5580

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Commonwealth Supported Students:

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Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)
Pre-2019 Handbook Editions