Es ist eine neuere Version 2025W dieser LV im Curriculum Master's programme Computational Mathematics 2025W 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 2023W
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
Earlier variants
They also cover the requirements of the curriculum (from - to) TM1WCUESTDG: UE Stochastic differential equations (2004S-2022S)
