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
Earlier variants
They also cover the requirements of the curriculum (from - to) TM1WCUESTDG: UE Stochastic differential equations (2004S-2022S)
