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: Stochastic Differential and Difference Equations
2020 Semester One (1203)
Differential and difference equations are often used as preliminary models for real world phenomena. The practically relevant models that can explain observations are, however, often the stochastic extensions of differential and difference equations. This course considers stochastic differential and difference equations and applications such as estimation and forecasting.
Subject: Mathematics
Prerequisite: B- in both MATHS 340 and 361