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
Earlier variants
They also cover the requirements of the curriculum (from - to) 201WTMSSTSU20: UE Stochastic simulation (2020W-2022S) TMCPAUESIMU: UE Stochastic simulation (2004S-2020S)
