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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.

Delivery

In-person - Standard (usually weekly or fortnightly)

Please note that the above delivery information is an indication on how this course may be delivered within the year.  Delivery mode(s) for each term can be viewed on other sources such as myUNSW and class timetable site.

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Course Outline

To access course outline please visit below link (Please note that access to UNSW Canberra course outlines requires VPN):
MATH5175 Course Outline

Fees

TypeAmount
Commonwealth Supported Students (if applicable)$499
Domestic Students$3990
International Students$5700

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Commonwealth Supported Students:

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Where a Commonwealth Supported fee is displayed it does not guarantee that such places are available.

Pre-2019 Handbook Editions

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