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| - | ====== An Introduction to Stochastic Differential Equations ====== | + | ==== Math 227C / CS 285: An Introduction to Stochastic Differential Equations ==== |
| - | ===== Course information ===== | + | == Course information == |
| * Instructor: Xiaohui Xie | * Instructor: Xiaohui Xie | ||
| * Meeting information: | * Meeting information: | ||
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| * 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 | ||
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| * 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] | ||
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| * [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. | ||
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| * [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. | ||