21. Stochastic Differential Equations

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MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Choongbum Lee

This lecture covers the topic of stochastic differential equations, linking probablity theory with ordinary and partial differential equations.

License: Creative Commons BY-NC-SA
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