2020-21 Spring - MATH6913G - Reading Course: Geometric Stochastic Analysis

Course

Description

This is a reading course on Geometric Stochastic Analysis based on the book “Stochastic Analysis on Manifolds” by Elton. P. Hsu. The main focus will be Stochastic Differential Equations and Diffusions, Basic Stochastic Differential Geometry, Brownian Motion on Manifolds, Heat Semigroup. Students should seek the course instructor's approval to take this course.
Course period1/02/2130/06/21
Course levelPG
Course formatLecture