AM 216 Stochastic Differential Equations, Spring 2020

Lectures: TuTh 1:30-3:05pm via zoom
Instructor: Hongyun Wang (Email: )
Instructor's office hours: Monday 3pm-4pm & Thursday 4pm-5pm via instructor's zoom link for office hours
TA: Anuj Kumar (Email: )
TA's office hours: Wednesday & Friday 11am-12pm via TA's zoom link for office hours
Grading policy:
Homework assignments: 50%; exam: 50%
Important Dates:
Exam: Wednesday, 06/10/2020, 9:00-11:00am

Lecture Notes

Reference books

Homework Assignments

Disability Accommodations:
UC Santa Cruz is committed to creating an academic environment that supports its diverse student body. If you are a student with a disability who requires accommodations to achieve equal access in this course, please submit your Accommodation Authorization Letter from the Disability Resource Center (DRC) to me by email, preferably within the first two weeks of the quarter. I would also like us to discuss ways we can ensure your full participation in the course. I encourage all students who may benefit from learning more about DRC services to email the DRC office at