This shows you the differences between two versions of the page.
Both sides previous revision Previous revision Next revision | Previous revision | ||
teaching:cs285s14:start [2017/03/29 15:33] xhx |
teaching:cs285s14:start [2017/03/29 15:43] (current) xhx |
||
---|---|---|---|
Line 1: | Line 1: | ||
- | ===== Course information ===== | + | ==== Math 227C / CS 285: An Introduction to Stochastic Differential Equations ==== |
- | * Title: '''An Introduction to Stochastic Differential Equations''' | + | |
+ | == Course information == | ||
* Instructor: Xiaohui Xie | * Instructor: Xiaohui Xie | ||
* Meeting information: | * Meeting information: | ||
Line 6: | Line 7: | ||
* Meeting place: ICS 213 | * Meeting place: ICS 213 | ||
- | ===== Prerequisites ===== | + | == Prerequisites == |
* multivariate calculus, linear algebra, elementary differential equations (at the level of Math 3D at UCI), and (helpful to know) some elementary probability | * multivariate calculus, linear algebra, elementary differential equations (at the level of Math 3D at UCI), and (helpful to know) some elementary probability | ||
- | ===== Course Description ===== | + | == Course Description == |
Tentative topics: | Tentative topics: | ||
* Markov Chains and Linear Difference Equations | * Markov Chains and Linear Difference Equations | ||
Line 24: | Line 25: | ||
* Application to population genetics | * Application to population genetics | ||
- | ===== Lecture notes ===== | + | == Lecture notes == |
* [http://www.ics.uci.edu/~xhx/courses/math227c/CourseScribeNotes.pdf Combined scribe notes] | * [http://www.ics.uci.edu/~xhx/courses/math227c/CourseScribeNotes.pdf Combined scribe notes] | ||
* [http://www.ics.uci.edu/~xhx/courses/math227c/lecture1.pdf Lecture 1] | * [http://www.ics.uci.edu/~xhx/courses/math227c/lecture1.pdf Lecture 1] | ||
Line 41: | Line 42: | ||
* [http://www.ics.uci.edu/~xhx/courses/math227c/lecture19.pdf Lecture 19] | * [http://www.ics.uci.edu/~xhx/courses/math227c/lecture19.pdf Lecture 19] | ||
- | ===== Textbook ===== | + | == Textbook == |
* Stochastic Differential Equations: An Introduction with Applications by Bernt Øksendal | * Stochastic Differential Equations: An Introduction with Applications by Bernt Øksendal | ||
- | ===== Homework ===== | + | == Homework == |
* [https://eee.uci.edu/14s/35340/home/ps1.pdf Assignment #1] Due date: 04/17 (Thur) before class. | * [https://eee.uci.edu/14s/35340/home/ps1.pdf Assignment #1] Due date: 04/17 (Thur) before class. | ||
* [https://eee.uci.edu/14s/35340/home/ps2.pdf Assignment #2] Due date: 05/01 (Thur) before class. | * [https://eee.uci.edu/14s/35340/home/ps2.pdf Assignment #2] Due date: 05/01 (Thur) before class. | ||
Line 51: | Line 52: | ||
* [https://eee.uci.edu/14s/35340/home/ps4.pdf Assignment #4] Due date: 05/29 (Thur) before class. | * [https://eee.uci.edu/14s/35340/home/ps4.pdf Assignment #4] Due date: 05/29 (Thur) before class. | ||
- | ===== Exam ===== | + | == Exam == |
* [https://eee.uci.edu/14s/35340/home/final14.pdf Final Exam] Due date: 06/10 (Tues) before 5pm. | * [https://eee.uci.edu/14s/35340/home/final14.pdf Final Exam] Due date: 06/10 (Tues) before 5pm. | ||