[ 201WTMSSDEU22 ] UE Stochastic Differential Equations
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| Es ist eine neuere Version 2023W dieser LV im Curriculum Master's programme Industrial Mathematics 2024W vorhanden. |
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| Workload |
Education level |
Study areas |
Responsible person |
Hours per week |
Coordinating university |
| 1,5 ECTS |
B3 - Bachelor's programme 3. year |
Mathematics |
Evelyn Buckwar |
1 hpw |
Johannes Kepler University Linz |
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| Detailed information |
| Original study plan |
Bachelor's programme Technical Mathematics 2022W |
| Objectives |
Support to achieve the goals of the corresponding course.
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| Subject |
Basics of stochastic analysis, stochastic differential equations (SDE) in concrete applications, basic solution techniques for SDEs, existence- and uniqueness-theorem for SDEs.
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| Criteria for evaluation |
Presentation of exercises
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| Language |
English and French |
| Changing subject? |
No |
| Further information |
Until term 2022S known as: TM1WCUESTDG UE Stochastic differential equations
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| Earlier variants |
They also cover the requirements of the curriculum (from - to)
TM1WCUESTDG: UE Stochastic differential equations (2004S-2022S)
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| On-site course |
| Maximum number of participants |
25 |
| Assignment procedure |
Direct assignment |
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