Mar 11, 2025  
2012-2013 CU Denver Catalog 
    
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2012-2013 CU Denver Catalog [ARCHIVED CATALOG]

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MATH 7385 - Stochastic Differential Equations


Brownian motion, Ito integral, Ito formula, Dynkin’s formula, stochastic optimal control, boundary value problems, Girsanov theorem, mathematical finance, optimal stopping. Prereq: MATH 7384. Semester Hours: 3 to 3


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