Summer Semester 2025
| 19222601: Numerical Methods for Stochastic Differential Equations (Lecture) | |
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| The lecture will cover the following topics (not exhaustive) Brownian motion Numerical discretization of stochastic differential equations Monte Carlo methods Representations of random fields Modelling with stochastic differential equations Applications | |
| Instructor | Prof. Dr. Ana Djurdevac |
| 19233416: Research Seminar Numerical Analysis and Stochastics (Research Seminar) | ||
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| Lectures by master's and PhD students on current work and selected research topics as well as guest lectures. | ||
| Instructor | Prof. Dr. Ana Djurdevac | |
| Time | 16:00 - 18:00 | |