SF2522 Computational Methods for Stochastic Differential Equations 7.5 credits
Beräkningsmetoder för stokastiska differentialekvationer
This course will be discontinued.
Last planned examination: Spring 2021
Decision to discontinue this course:
The decommissioning period commences during VT 2020, the last examination period is VT 2021, period 4, and after the last completed examination opportunity in VT 2021, the course is discontinued.
Advanced course on modeling, analysis and effecient computation of solutions of problems with stochastic phenomena in science and technology.
The course contains the basic mathematical theory of stochastic differential equations and optimal control as well as its application to real problems in financial mathematics, material science, fluid flow, broadcast networks, optimal design, optimal reconstruction and chemical reactions in cell biology.