[ 201WTMSSTSU22 ] UE Stochastic Simulation

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 2023W
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
Earlier variants They also cover the requirements of the curriculum (from - to)
201WTMSSTSU20: UE Stochastic simulation (2020W-2022S)
TMCPAUESIMU: UE Stochastic simulation (2004S-2020S)
On-site course
Maximum number of participants 25
Assignment procedure Direct assignment