MATH 509
Stochastic Differential Equations
University of Southern California · UGRD · Fall 2026
1 section1 open now
Catalog description
Brownian motion, stochastic integrals, the Ito formula, stochastic differential equations, analysis of diffusion processes, Girsanov transformation, Feynmann-Kac formula, applications.
Sections
Current meeting, instructor, credit, and enrollment details
C
20 openSeats: 5/25 seats Last recorded: Aug 8, 2026, 10:16 PMClass #39725Fall 2026UGRD3.0 credits
20 available5 enrolled25 capacity
- Days & times
- WF 10:30-11:45
- Meeting dates
- —
- Location
- —
- Instructor
- Jianfeng Zhang
Details checked 9 hours agoSeats checked 9 hours ago
Class numbers and section codes come from the registrar.
Spot missing or incorrect course data?