{"id":777,"date":"2023-06-24T10:47:10","date_gmt":"2023-06-24T17:47:10","guid":{"rendered":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/?page_id=777"},"modified":"2023-06-25T18:23:47","modified_gmt":"2023-06-26T01:23:47","slug":"math-606-summer-2021","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-606-summer-2021\/","title":{"rendered":"Math 606: Topics in Stochastic Processes, Summer 2021"},"content":{"rendered":"\n\n \n \n\n\n\n\n\n\n\n
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Math 606, Summer 2021.
\nTopics in Stochastic Processes (054–39482R)
\nSingular Stochastic Ordinary Differential Equations
\n Class meetings: MW, 9:30am-12:30pm, On line. <\/span><\/h3>\n

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Information on this and related pages changes frequently.<\/h4>\n

Instructor: <\/strong> Sergey Lototsky<\/a>
\n Office:<\/strong> KAP 248D.
\n Phone:<\/strong> 213 740 2389
\n E-mail:<\/strong> lototsky usc edu.<\/h4>\n

URL:\u00a0https:\/\/dornsife.usc.edu\/sergey-lototsky\/<\/strong><\/p>\n

Office Hours:<\/strong> MW before and after the class. Appointments at other time are welcome.<\/p>\n

Course objective <\/strong>To understand one-dimensional SODEs beyond the standard existence\/uniqueness theorem<\/p>\n

Course work: <\/strong>Class participation, homework assignments, final presentation.<\/p>\n

Official grading scheme: <\/strong>20% class participation, 40% homework assignments, 40% final presentation.<\/p>\n

Main reference: <\/strong>Alexander S. <\/strong>Cherny and Hans-J\u00fcrgen Engelbert. Singular stochastic differential equations. <\/span>Lecture Notes in Mathematics, 1858.<\/a> Springer-Verlag, Berlin,<\/em> 2005. viii+128 pp. ISBN: 3-540-24007-1. The book is available in electronic form through the the USC Libraries, for example, by following the MathSciNet link.<\/em><\/p>\n

The main file<\/strong> <\/a>containing the homework problems and some ideas to remember; the file will be constantly updated as we proceed with the class.<\/p>\n

Additional references:<\/strong><\/p>\n