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Probability vs Partial Differential Equations approach at Schools

Princeton Man

Joined
7/31/10
Messages
33
Points
16
I've recently been told by my professor that when applying to an MFE, there are usually two schools of thought, either the school emphasizes PDE's or probability. What i'm most interested in is knowing which schools MFE programs emphasize PDE.
 
I never heard of this. All MFE programs teach stochastic processes which is probability heavy. Depending on what courses you take PDE might be necessary or not, but always useful.
 
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