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Computational Methods for Stochastic Differential Equation

  • 7.5 credits

A course where you will learn 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. You will be able to model, analyse, and efficiently compute solutions of problems with stochastic phenomena in science and technology.

Further course information will appear soon on this page. Until then, information can be found on the department website.