Course Catalog 2012-2013 International Basic Pori International Postgraduate Open University |Degrees|     |Study blocks|     |Courses|

Course Catalog 2012-2013

MAT-55216 Topics in applied mathematics, 3 cr Topics in applied mathematics MAT-55216 2012-01

Lessons

Study type	P1	P2	P3	P4	Summer	Lecture times and places
Lectures Excercises Assignment		10 h/per  4 h/per  15 h/per				Thursday 13 - 16, Td308

Description:

Applied Stochastic Differential Equations (3 credits) An introduction to the theory, applications and numerical methods for SDEs. After the course the student should be able to formulate a simple SDE model for an application, analyse its properties, and solve it numerically using appropriate methods. Prerequisites knowledge: multivariate differential and integral calculus, matrix analysis, basic probability, Matlab/Octave.

Person responsible:

Robert Piche

Assessment scale:

Numerical evaluation scale (1-5) will be used on the course