MA/STAT 638: Stochastic Processes I

Professor: Yip, Nung Kwan

Textbook1: Brownian Motion and Stochastic Calculus (2nd edition), by I. Karatzas and S. Shreve

Textbook2: Stochastic Differential Equations (6th edition), by B. Oksendal

Reference: Probability and Measure, by Bilingsley

MA 642: Methods Of Linear And Nonlinear Partial Differential Equations I

Professor: Phillips, Daniel

Textbook: Elliptic PDE's of Second Order, by Trudinger

Reference: PDE's, by Evans

MA 692D: High Performance Computing And Grid Computing

Professor: Dong, Steven

Textbook1: Software Optimization for High Performance Computing, by K. Wadleigh and I. Crawford

Textbook2: Parallel Scientific Computing in C++ and MPI, by G. Karniadakis & R. Kirby II

Reference: Introduction to Parallel Computing, by A. Grama, A. Gupta, G. Karypis and V. Kumar