EdusalsaDiscover Your Stanford

- Not Offered

3 units

Letter or Credit/No Credit

Parabolic and elliptic partial differential equations and their relation to diffusion processes. First order equations and optimal control. Emphasis is on applications to mathematical finance. Prerequisites: MATH 136/STATS 219 (or equivalents) and MATH 131P + MATH 115/171 or MATH 173 or MATH 220.

Already Have An Account? Log In

**Pranav Rajpurkar** is a PhD student in Computer Science at Stanford, working on Artificial Intelligence for Healthcare. He was previously a Stanford undergrad ('16).

**Brad Girardeau** got his B.S, M.S. degrees in computer science at Stanford ('16, '17). When not thinking about computer security, he can be found playing violin or running across the Golden Gate Bridge.

## Discussion

## To ask a question about a course and to share your perspective, signup or login