GEN 11235
Stochastic Calculus and Control
Stanford University · UGRD · Fall 2026
1 section
Catalog description
Ito integral, existence and uniqueness of solutions of stochastic differential equations (SDEs), diffusion approximations, numerical solutions of SDEs, controlled diffusions and the Hamilton-Jacobi-Bellman equation, and statistical inference of SDEs. Applications to finance and queueing theory. Prerequisites: 221 or STATS 217: MATH 113, 115.
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Availability not recently verifiedClass #stanford-11235Fall 2026UGRD3 credits
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