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School of Engineering
- Undergraduate major in Mechanical Engineering
- Undergraduate major in Systems and Control Engineering
- Undergraduate major in Electrical and Electronic Engineering
- Undergraduate major in Information and Communications Engineering
- Undergraduate major in Industrial Engineering and Economics
- Common courses
- School of Materials and Chemical Technology
- School of Computing
- School of Life Science and Technology
- School of Environment and Society
- 工学院，物質理工学院，環境・社会理工学院共通科目
- Liberal arts and basic science courses
- First-Year Courses
- School of Science
- School of Engineering
- School of Materials and Chemical Technology
- School of Computing
- School of Life Science and Technology
-
School of Environment and Society
- Department of Architecture and Building Engineering
- Department of Civil and Environmental Engineering
- Department of Transdisciplinary Science and Engineering
- Department of Social and Human Sciences
- Department of Innovation Science
- Graduate major in Technology and Innovation Management
- Common courses
- Liberal arts and basic science courses
- Academic unit or major
- Graduate major in Mathematical and Computing Science
- Instructor(s)
- Nakano Yumiharu Miyoshi Naoto
- Class Format
- Lecture
- Media-enhanced courses
- Day/Period(Room No.)
- Tue3-4(W832) Fri3-4(W832)
- Group
- -
- Course number
- MCS.T419
- Credits
- 2
- Academic year
- 2018
- Offered quarter
- 4Q
- Syllabus updated
- 2018/3/20
- Lecture notes updated
- 2019/2/19
- Language used
- English
- Access Index
-
- Supplementary documents
Lecture
Lecture 1 Continuous-time stochastic processes
2018.11.30(Fri.) 3-4Session
Lecture
Lecture 2 Continuous-time stochastic processes
2018.12.4(Tue.) 3-4Session
Lecture
Lecture 3 Continuous-time stochastic processes
2018.12.7(Fri.) 3-4Session
Lecture
Lecture 4 Stochastic integration
2018.12.11(Tue.) 3-4Session
Lecture
Lecture 5 Stochastic integration
2018.12.14(Fri.) 3-4Session
Lecture
Lecture 6 Stochastic differential equations
2018.12.18(Tue.) 3-4Session
Lecture
Lecture 7 Stochastic differential equations
2018.12.21(Fri.) 3-4Session
Lecture
Lecture 8 Stochastic differential equations
2018.12.25(Tue.) 3-4Session
Lecture
Lecture 9 Stochastic control problems
2019.1.8(Tue.) 3-4Session
Lecture
Lecture 10 Stochastic control problems
2019.1.11(Fri.) 3-4Session
Lecture
Lecture 11 Viscosity solutions
2019.1.15(Tue.) 3-4Session
Lecture
Lecture 12 Viscosity solutions
2019.1.22(Tue.) 3-4Session
Lecture
Lecture 13 Function approximations
2019.1.25(Fri.) 3-4Session
Lecture
Lecture 14 Numerical methods for nonlinear PDEs
2019.1.29(Tue.) 3-4Session
Lecture
Lecture 15
2019.2.1(Fri.) 3-4Session
Lecture
Lecture 16
2019.2.8(Fri.) 3-4Session
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