Inhalt

[ 201WTMSSTSU22 ] UE Stochastic Simulation

Versionsauswahl
Workload Education level Study areas Responsible person Hours per week Coordinating university
1,5 ECTS B3 - Bachelor's programme 3. year Mathematics Anastasia Winkler 1 hpw Johannes Kepler University Linz
Detailed information
Original study plan Bachelor's programme Technical Mathematics 2022W
Objectives Support to achieve the goals of the corresponding course.
Subject Pseudo-random number generators, simulation of random numbers from specific distributions, simulation of stochastic processes, simulation of stochastic differential equations, Monte Carlo integration.
Criteria for evaluation
Language English and French
Changing subject? No
Further information Until term 2022S known as: 201WTMSSTSU20 UE Stochastic simulation Until term 2020S known as: TMCPAUESIMU UE Stochastic simulation
On-site course
Maximum number of participants 25
Assignment procedure Direct assignment