Es ist eine neuere Version 2023W dieser LV im Curriculum Master's programme Industrial Mathematics 2024W vorhanden.
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
Detailed information
Original study plan
Bachelor's programme Technical Mathematics 2022W
Objectives
Support to achieve the goals of the corresponding course.
Subject
Basics of stochastic analysis, stochastic differential equations (SDE) in concrete applications, basic solution techniques for SDEs, existence- and uniqueness-theorem for SDEs.
Criteria for evaluation
Presentation of exercises
Language
English and French
Changing subject?
No
Further information
Until term 2022S known as: TM1WCUESTDG UE Stochastic differential equations
Earlier variants
They also cover the requirements of the curriculum (from - to) TM1WCUESTDG: UE Stochastic differential equations (2004S-2022S)
