Fields Academy Shared Graduate Course: Stochastic Differential Equations
Description
Registration Deadline: January 18th, 2026
Instructor: Professor Jeremy Quastel, University of Toronto
Course Date: January 5th - April 1st, 2026
Mid-Semester Break: February 16th - 20th, 2026
Lecture Time: Mondays & Wednesdays | 11:00 AM - 12:30 PM (ET)
Office Hours: Mondays | 12:30 PM - 1:30 PM (ET)
Registration Fee:
- Students from our Principal Sponsoring & Affiliate Universities: Free
- Other Students: CAD$500
Capacity Limit: N/A
Format: Hybrid
- In Person: University of Toronto, Bahen Centre, BA 6183
- Online: via Zoom
Course Description
This course covers topics in Brownian motion, martingales & stopping times, white noise, stochastic integral, stochastic ode's, Markov processes, Feynman-Kac formula, connection with PDE, discrete approximations, boundary conditions & local times, Cameron-Martin-Girsanov formula, Wiener chaos, stochastic partial differential equations.
Prerequisite: Graduate courses in real analysis and probability. Undergraduate courses in ODE, PDE.
Homework: Around eight problem sets
Exam: Take home final exam
Registered Participants
| Name | Affiliation |
|---|---|
| Lekan Adesina | Obafemi Awolowo University |
| Adel Adraoui | Université Paris Cité |
| Ali Akbar | McMaster University |
| Gastão Bettencourt | University of Beira Interior |
| Samy Bouarroudj | University of Toronto |
| Jonathan Cater | University of Toronto |
| Brian Ceco | University of Toronto |
| Rishit Dagli | University of Toronto |
| Yunus emre Demirci | Queen's University |
| Ngoc Vien Do | York University |
| Joey Fingold | University of Guelph |
| Elijah French | University of Toronto |
| Alptekin Goksan | University of Toronto |
| Noah Grew | Carleton University |
| Shamimeh Heydari | University of Ottawa |
| Ronnie Ho | University of Toronto |
| Kennedy Idu | University of Toronto |
| Valentio Iverson | University of Waterloo |
| Lucas Jacobs | University of Toronto |
| Shikhar Jaiswal | University of Toronto |
| Nitit Jongsawatsataporn | University of Toronto |
| Vinay Joshy | University of Guelph |
| Chun Yi Lan | York University |
| Lexy Lawryshyn | University of Guelph |
| Tresa LeBlanc Doucet | University of Toronto |
| Chuning Li | University of Toronto |
| Daxing Li | Western University |
| Ruizhe Liu | University of Waterloo |
| Xuanze Li | University of Toronto |
| Andrea Macrì | University of Toronto |
| Ishan Malhotra | University of Toronto |
| Ian McBurney | Western University |
| Qicheng Mi | University of Toronto |
| Shikhar Mukherji | University of Toronto |
| Sachin Kumar Muthukumar | University of Waterloo |
| Alex Neill | |
| Ching Wan Ng | University of Toronto |
| Barry Ngo | University of Ottawa |
| Howl Nhan | Carleton University |
| Rafae Raees | University of Waterloo |
| Naveed Rafieian-koupaei | University of Toronto |
| Ethan Elliot Rajkumar | McMaster University |
| Rayyan Rana | University of Toronto |
| Aditya Rao | Western University |
| Alex Rodriguez | University of Toronto |
| Daniel Sun | University of Toronto |
| Alex Toma | University of Toronto |
| Bohan Wang | University of Toronto |
| Jenny Wang | McMaster University |
| Weixiao Wang | Western University |
| Justin Wu | University of Toronto |
| Xuchen Wu | University of Toronto |
| Jayant Yadav | University of Toronto |
| Xiaotong (Dawson) Yang | University of Illinois Chicago |
| Xintong Yao | University of Ottawa |
| Joshua Zhang | University of Toronto |
| YAREN ZHANG | Carleton University |
| Xue Ji Zhao | University of Toronto |
| Michelle Zhou | University of Waterloo |
