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Overview

Stochastic differential equation models play a prominent role in a range of application areas, including biology, chemistry, epidemiology, mechanics, microelectronics, economics, and finance. This course covers the theory and applications of stochastic differential equations, the design and implementation on computers of numerical methods for solving these practical mathematical equations. The … For more content click the Read More button below.

Delivery

Multimodal - Standard (usually weekly or fortnightly)

Fees

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)