MATH3361 Stochastic Differential Equations: Theory, Applications, and Numerical Methods (UNSW Sydney): rated 4.5/5 overall across 3 reviews collected on UNSW Wall.
MATH3361 is a UNSW Sydney course taught by the Faculty of Science in School of Mathematics & Statistics. This page brings together its handbook details and what UNSW students say about it.
Review data updated 2026-10-24.
Chinese title: 随机微分方程：理论、应用与数值方法
Type: Undergraduate course
Credit points: 6
Subject area: School of Mathematics & Statistics
Faculty: Faculty of Science
Level: Undergraduate Level 3
Handbook year: 2026
Stochastic differential equation models play a prominent role in a range of application areas, including biology, chemistry, epidemiology, mechanics, microelectronics, economics, and finance. This course covers the theory and applications of stochastic differential equations, the design and implementation on computers of numerical methods for solving these practical mathematical equations.
MATH3361 has 3 scored reviews: overall 4.5/5 (all out of 5; higher difficulty means harder).
Sources: 3 Reddit comments that an AI model judged to be reviewing this course (average would-recommend 4.5/5).
On Reddit: "• COMP3121/9101 with Aleks Ignjatovic: Easily one of my favourite courses to date. The course content is highly relevant for programming interviews and Aleks teaches it so well. It’s made me want to do a few more algorithm courses in UNSW. • MATH3411 with Thomas Britz: I love nu…"
On Reddit: "Easiest: MATH3411 (Codes and Ciphers) Other easy ones: MATH3121 (pdes) & MATH3361 (sdes)"
The course panel on UNSW Wall shows every review and discussion in full.
Q: Is MATH3361 worth taking?
A: Averaged over 3 reviews: overall 4.5/5.
Q: Which faculty teaches MATH3361, and when is it offered?
A: MATH3361 is taught by the Faculty of Science. Check the official handbook for the current year.
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