Introduction to Stochastic Numerics (HT2022, 3 ECTS)
Stochastic Differential Equations (SDEs) have become a quite standard tool to model differential equation systems subject to noise. Applications range from Neuroscience or Polymeric Chemistry to Finance or Mechanical Engineering. ObjectiveStochastic Differential Equations (SDEs) have become a quite standard tool to model differential equation systems subject to noise. Applications range from Neuro
https://www.compute.lu.se/article/introduction-stochastic-numerics-ht2022-3-ects - 2026-04-23
